+522.6%
BHP vs QID
-100.0%
+622.6%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.5% |
| 7D | -2.9% | -0.6% | -2.3% | -3.2% |
| 30D | +3.4% | 0.0% | +3.4% | +3.4% |
| 3M | +4.1% | +3.7% | +0.3% | +8.4% |
| 6M | +20.6% | -29.9% | +50.4% | +4.8% |
| YTD | +56.1% | -28.8% | +84.8% | +37.5% |
| 1Y | +69.6% | -37.2% | +106.8% | +41.7% |
| 3Y | +78.8% | -73.7% | +152.5% | +5.0% |
| 5Y | +113.1% | -80.7% | +193.8% | +23.9% |
| 10Y | +505.9% | -99.1% | +605.0% | -25.2% |
| All | +522.6% | -100.0% | +622.6% | -84.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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