+392.2%
DAL vs QID
-100.0%
+492.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.5% | +4.7% | +0.8% |
| 7D | +8.8% | +9.4% | -0.6% | +14.7% |
| 30D | +5.4% | +31.2% | -25.8% | +22.8% |
| 3M | -4.9% | +17.4% | -22.4% | +5.0% |
| 6M | +19.8% | +8.4% | +11.4% | +29.4% |
| YTD | +27.0% | -15.8% | +42.8% | +22.5% |
| 1Y | +52.5% | -16.3% | +68.8% | +47.3% |
| 3Y | +173.8% | -70.4% | +244.2% | +76.3% |
| 5Y | +104.5% | -74.8% | +179.3% | +48.6% |
| 10Y | +129.7% | -99.0% | +228.7% | -65.2% |
| All | +392.2% | -100.0% | +492.2% | -78.6% |
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