+481.1%
DRI vs QSR
+211.0%
+270.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.5% | -0.3% |
| 7D | -1.2% | +0.1% | -1.3% | -1.3% |
| 30D | -0.4% | +5.9% | -6.3% | -4.2% |
| 3M | +9.5% | +10.5% | -1.0% | +2.3% |
| 6M | +6.5% | +7.7% | -1.3% | +0.7% |
| YTD | +18.4% | +16.8% | +1.6% | +5.9% |
| 1Y | +4.2% | +30.9% | -26.7% | -13.9% |
| 3Y | +57.1% | +28.2% | +28.9% | +27.3% |
| 5Y | +70.4% | +45.0% | +25.4% | +25.0% |
| 10Y | +354.0% | +127.3% | +226.7% | +150.6% |
| All | +481.1% | +211.0% | +270.2% | +202.6% |
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 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