+11.1%
DLR vs QSR
+28.6%
-17.5%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.7% |
| 7D | +0.1% | -4.0% | +4.1% | +0.1% |
| 30D | -4.3% | +2.8% | -7.1% | -4.3% |
| 3M | +3.8% | +5.1% | -1.3% | +4.0% |
| 6M | +5.8% | +8.8% | -3.0% | +6.5% |
| YTD | +23.5% | +14.8% | +8.7% | +24.0% |
| 1Y | +11.1% | +25.7% | -14.6% | +10.4% |
| All | +11.1% | +28.6% | -17.5% | +10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling