+190.1%
QSR vs DTE
+183.1%
+7.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | 0.0% |
| 7D | -4.7% | -2.0% | -2.7% | -3.7% |
| 30D | +4.3% | -2.4% | +6.7% | +5.5% |
| 3M | +5.4% | -7.3% | +12.7% | +9.5% |
| 6M | +8.2% | -7.6% | +15.8% | +12.3% |
| YTD | +14.1% | +5.8% | +8.3% | +10.1% |
| 1Y | +28.1% | +2.3% | +25.8% | +25.6% |
| 3Y | +25.3% | +45.0% | -19.7% | +0.1% |
| 5Y | +40.4% | +33.2% | +7.2% | +15.2% |
| 10Y | +132.4% | +141.4% | -9.0% | +33.0% |
| All | +190.1% | +183.1% | +7.1% | +48.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling