+328.2%
DLR vs QSR
+211.0%
+117.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +1.1% |
| 7D | +3.4% | +0.1% | +3.3% | +3.4% |
| 30D | -2.2% | +5.9% | -8.1% | -3.5% |
| 3M | +4.7% | +10.5% | -5.7% | +2.2% |
| 6M | +9.0% | +7.7% | +1.3% | +6.8% |
| YTD | +24.1% | +16.8% | +7.4% | +19.0% |
| 1Y | +20.9% | +30.9% | -9.9% | +12.6% |
| 3Y | +60.0% | +28.2% | +31.8% | +48.2% |
| 5Y | +35.3% | +45.0% | -9.7% | +20.9% |
| 10Y | +165.8% | +127.3% | +38.5% | +110.3% |
| All | +328.2% | +211.0% | +117.2% | +226.8% |
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