+15.5%
DKS vs QSR
+40.5%
-25.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.2% |
| 7D | -3.0% | -4.0% | +1.0% | -1.3% |
| 30D | -33.4% | +2.8% | -36.1% | -34.3% |
| 3M | -39.4% | +5.1% | -44.5% | -40.9% |
| 6M | -30.1% | +8.8% | -38.9% | -33.3% |
| YTD | -31.0% | +14.8% | -45.8% | -35.9% |
| 1Y | -40.2% | +25.7% | -65.9% | -46.8% |
| 3Y | +30.9% | +27.5% | +3.4% | +11.0% |
| All | +15.5% | +40.5% | -25.0% | -15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling