+279.1%
DIA vs QSR
+211.0%
+68.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.2% | -0.3% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | -2.1% | +5.9% | -8.0% | -4.0% |
| 3M | +4.2% | +10.5% | -6.3% | +0.4% |
| 6M | +11.9% | +7.7% | +4.2% | +8.5% |
| YTD | +10.8% | +16.8% | -6.0% | +4.2% |
| 1Y | +17.5% | +30.9% | -13.4% | +6.0% |
| 3Y | +59.9% | +28.2% | +31.8% | +43.0% |
| 5Y | +64.1% | +45.0% | +19.2% | +38.9% |
| 10Y | +246.2% | +127.3% | +118.9% | +142.8% |
| All | +279.1% | +211.0% | +68.2% | +146.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded QSR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling