+13.7%
COMP vs QID
-19.3%
+32.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +1.3% | -8.7% | -6.6% |
| 7D | +7.2% | +1.8% | +5.4% | +9.7% |
| 30D | +6.4% | +21.6% | -15.2% | +21.9% |
| 3M | -19.4% | +12.6% | -32.1% | -11.7% |
| 6M | +14.6% | +6.9% | +7.7% | +23.1% |
| YTD | -5.5% | -20.5% | +15.0% | -20.1% |
| 1Y | +13.7% | -18.1% | +31.7% | -2.0% |
| All | +13.7% | -19.3% | +32.9% | -2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling