+1,036.7%
CBOE vs QID
-99.9%
+1,136.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.6% |
| 7D | -4.6% | -2.7% | -1.9% | -5.1% |
| 30D | +2.6% | +1.8% | +0.8% | +3.0% |
| 3M | +4.9% | -2.2% | +7.1% | +4.8% |
| 6M | -2.2% | -32.1% | +30.0% | -8.0% |
| YTD | +17.7% | -28.6% | +46.3% | +11.8% |
| 1Y | +26.1% | -36.3% | +62.4% | +17.5% |
| 3Y | +97.1% | -74.4% | +171.5% | +56.1% |
| 5Y | +149.2% | -80.8% | +230.0% | +99.4% |
| 10Y | +385.1% | -99.1% | +484.2% | +102.2% |
| All | +1,036.7% | -99.9% | +1,136.6% | +146.5% |
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