+22.6%
QSR vs DTE
+5.6%
+17.1%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.4% | +3.0% | +4.8% |
| 7D | +5.2% | +4.2% | +1.0% | +4.1% |
| 30D | +12.2% | +10.0% | +2.2% | +9.7% |
| 3M | +7.0% | -2.1% | +9.1% | +7.4% |
| 6M | -0.3% | -4.7% | +4.4% | +1.1% |
| YTD | +18.0% | +9.3% | +8.7% | +18.4% |
| 1Y | +22.6% | +6.6% | +16.0% | +23.6% |
| All | +22.6% | +5.6% | +17.1% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 1y: compounded portfolio wealth divided by compounded DTE 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…
1y analysis · Full analysis span regression · 6 months rolling