+41.5%
DLR vs QSR
+40.6%
+0.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.8% |
| 7D | -1.3% | -4.7% | +3.4% | 0.0% |
| 30D | -2.9% | +4.3% | -7.2% | -4.0% |
| 3M | +3.2% | +5.4% | -2.2% | +1.4% |
| 6M | +3.9% | +8.2% | -4.3% | +1.0% |
| YTD | +21.4% | +14.1% | +7.3% | +15.7% |
| 1Y | +9.7% | +28.1% | -18.4% | +0.1% |
| 3Y | +56.5% | +25.3% | +31.3% | +39.8% |
| 5Y | +41.5% | +40.4% | +1.1% | +10.6% |
| All | +41.5% | +40.6% | +0.9% | +10.6% |
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 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