-54.2%
COMP vs QID
-83.8%
+29.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | +12.7% | -20.9% | +1.3% |
| 7D | -1.8% | +20.2% | -22.0% | +13.9% |
| 30D | -0.8% | +35.3% | -36.1% | +25.9% |
| 3M | -28.1% | +21.3% | -49.5% | -15.4% |
| 6M | +27.0% | +6.7% | +20.3% | +39.7% |
| YTD | -12.8% | -13.6% | +0.8% | -15.6% |
| 1Y | +4.9% | -11.0% | +15.9% | +4.7% |
| 3Y | +321.0% | -69.8% | +390.8% | +98.5% |
| 5Y | -25.6% | -74.1% | +48.5% | -59.0% |
| All | -54.2% | -83.8% | +29.6% | -77.3% |
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