+142.0%
CBOE vs QID
-80.2%
+222.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.3% | -3.8% | -1.4% |
| 7D | -3.7% | +2.7% | -6.4% | -3.6% |
| 30D | +2.0% | +3.3% | -1.4% | +2.1% |
| 3M | -4.2% | -5.5% | +1.3% | -4.3% |
| 6M | +1.2% | -28.4% | +29.6% | -0.2% |
| YTD | +15.4% | -26.6% | +41.9% | +14.0% |
| 1Y | +23.5% | -34.1% | +57.6% | +21.3% |
| 3Y | +93.2% | -73.7% | +166.9% | +73.6% |
| 5Y | +142.0% | -80.7% | +222.6% | +123.2% |
| All | +142.0% | -80.2% | +222.1% | +123.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling