+40.9%
QSR vs DTE
+30.3%
+10.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +1.1% |
| 7D | -4.0% | -2.6% | -1.4% | -3.2% |
| 30D | +2.8% | -4.4% | +7.1% | +4.3% |
| 3M | +5.1% | -8.3% | +13.4% | +8.2% |
| 6M | +8.8% | -8.1% | +16.9% | +11.8% |
| YTD | +14.8% | +4.4% | +10.4% | +12.8% |
| 1Y | +25.7% | +0.2% | +25.6% | +25.2% |
| 3Y | +27.5% | +42.6% | -15.1% | +11.6% |
| All | +40.9% | +30.3% | +10.6% | +24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling