+313.8%
DOV vs QSR
+206.0%
+107.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.1% |
| 7D | +1.3% | -2.4% | +3.7% | +2.3% |
| 30D | -8.6% | +5.7% | -14.3% | -10.8% |
| 3M | -13.1% | +6.9% | -20.1% | -15.8% |
| 6M | -8.8% | +6.9% | -15.7% | -11.9% |
| YTD | -1.2% | +14.9% | -16.1% | -7.7% |
| 1Y | +10.7% | +29.1% | -18.4% | -1.8% |
| 3Y | +39.3% | +26.1% | +13.2% | +22.6% |
| 5Y | +16.4% | +42.3% | -25.9% | -3.8% |
| 10Y | +302.5% | +134.0% | +168.5% | +161.3% |
| All | +313.8% | +206.0% | +107.9% | +147.3% |
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