+204.1%
QSR vs DAR
+265.0%
-60.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | +0.1% |
| 7D | +2.4% | +1.4% | +1.1% | +2.1% |
| 30D | +7.6% | +12.8% | -5.2% | +4.4% |
| 3M | +12.6% | +7.4% | +5.3% | +10.2% |
| 6M | +14.4% | +22.3% | -7.9% | +8.2% |
| YTD | +19.6% | +81.1% | -61.5% | +2.8% |
| 1Y | +33.9% | +106.5% | -72.6% | +10.7% |
| 3Y | +27.1% | +5.3% | +21.8% | +20.2% |
| 5Y | +48.5% | -11.5% | +60.1% | +41.1% |
| 10Y | +126.2% | +353.3% | -227.1% | +19.2% |
| All | +204.1% | +265.0% | -60.9% | +79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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