+132.8%
DUK vs QSR
+203.9%
-71.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | -1.7% | -4.7% | +3.0% | -0.7% |
| 30D | -2.2% | +4.3% | -6.6% | -3.2% |
| 3M | -3.7% | +5.4% | -9.1% | -4.9% |
| 6M | -6.3% | +8.2% | -14.5% | -8.1% |
| YTD | +4.5% | +14.1% | -9.6% | +1.2% |
| 1Y | +1.8% | +28.1% | -26.3% | -4.0% |
| 3Y | +46.8% | +25.3% | +21.5% | +37.7% |
| 5Y | +40.2% | +40.4% | -0.1% | +27.1% |
| 10Y | +129.8% | +132.4% | -2.6% | +81.0% |
| All | +132.8% | +203.9% | -71.1% | +78.8% |
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