+114.1%
DT vs QSR
+33.2%
+81.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -1.0% |
| 7D | -1.6% | -4.0% | +2.4% | +0.5% |
| 30D | +3.0% | +2.8% | +0.3% | +1.3% |
| 3M | +26.5% | +5.1% | +21.4% | +22.6% |
| 6M | +35.9% | +8.8% | +27.1% | +28.8% |
| YTD | +17.8% | +14.8% | +3.0% | +8.0% |
| 1Y | +4.1% | +25.7% | -21.7% | -9.8% |
| 3Y | +5.3% | +27.5% | -22.2% | -12.5% |
| 5Y | -27.2% | +41.3% | -68.4% | -43.8% |
| All | +114.1% | +33.2% | +81.0% | +80.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling