+64.6%
DRI vs QSR
+40.6%
+24.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.6% |
| 7D | -4.8% | -4.7% | -0.1% | -2.4% |
| 30D | -5.2% | +4.3% | -9.5% | -7.3% |
| 3M | +2.7% | +5.4% | -2.7% | -0.3% |
| 6M | +3.6% | +8.2% | -4.5% | -1.1% |
| YTD | +15.4% | +14.1% | +1.3% | +6.8% |
| 1Y | +1.3% | +28.1% | -26.9% | -12.3% |
| 3Y | +53.1% | +25.3% | +27.8% | +29.4% |
| 5Y | +64.6% | +40.4% | +24.2% | +18.5% |
| All | +64.6% | +40.6% | +24.0% | +18.5% |
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