+115.6%
DT vs QSR
+32.4%
+83.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +2.0% |
| 7D | -2.5% | -4.7% | +2.2% | -0.1% |
| 30D | +3.5% | +4.3% | -0.8% | +1.0% |
| 3M | +26.7% | +5.4% | +21.3% | +22.5% |
| 6M | +36.1% | +8.2% | +28.0% | +29.4% |
| YTD | +18.6% | +14.1% | +4.5% | +9.1% |
| 1Y | +7.9% | +28.1% | -20.2% | -7.5% |
| 3Y | +8.6% | +25.3% | -16.7% | -8.9% |
| 5Y | -26.7% | +40.4% | -67.1% | -43.2% |
| All | +115.6% | +32.4% | +83.2% | +82.5% |
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 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