+176.5%
DLR vs QSR
+135.2%
+41.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.6% |
| 7D | +0.1% | -4.0% | +4.1% | +1.1% |
| 30D | -4.3% | +2.8% | -7.1% | -5.0% |
| 3M | +3.8% | +5.1% | -1.3% | +2.4% |
| 6M | +5.8% | +8.8% | -3.0% | +3.2% |
| YTD | +23.5% | +14.8% | +8.7% | +18.5% |
| 1Y | +11.1% | +25.7% | -14.6% | +3.9% |
| 3Y | +57.9% | +27.5% | +30.4% | +45.4% |
| 5Y | +44.0% | +41.3% | +2.7% | +28.0% |
| All | +176.5% | +135.2% | +41.3% | +108.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling