+272.4%
DKS vs QSR
+206.0%
+66.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.4% | +1.5% |
| 7D | -2.9% | -2.4% | -0.5% | -1.7% |
| 30D | -37.7% | +5.7% | -43.4% | -39.6% |
| 3M | -38.9% | +6.9% | -45.9% | -41.2% |
| 6M | -31.1% | +6.9% | -38.0% | -34.0% |
| YTD | -31.8% | +14.9% | -46.7% | -37.3% |
| 1Y | -38.0% | +29.1% | -67.1% | -46.3% |
| 3Y | +28.6% | +26.1% | +2.5% | +9.8% |
| 5Y | +12.5% | +42.3% | -29.8% | -11.2% |
| 10Y | +198.3% | +134.0% | +64.4% | +76.9% |
| All | +272.4% | +206.0% | +66.4% | +104.0% |
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