-44.8%
COMP vs QID
-86.6%
+41.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.3% |
| 7D | +1.4% | -0.6% | +2.0% | +1.0% |
| 30D | -13.3% | 0.0% | -13.3% | -13.0% |
| 3M | +41.1% | +3.7% | +37.4% | +49.0% |
| 6M | +17.2% | -29.9% | +47.0% | -5.4% |
| YTD | +5.2% | -28.8% | +34.0% | -13.2% |
| 1Y | +18.9% | -37.2% | +56.1% | -10.4% |
| 3Y | +215.9% | -73.7% | +289.6% | +35.8% |
| 5Y | -31.2% | -80.7% | +49.6% | -68.9% |
| All | -44.8% | -86.6% | +41.8% | -76.6% |
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