-5.9%
DASH vs QID
-87.8%
+81.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.6% | -3.1% |
| 7D | -10.2% | -1.1% | -9.1% | -9.9% |
| 30D | -8.2% | +14.4% | -22.6% | +1.9% |
| 3M | -15.9% | +6.7% | -22.6% | -10.8% |
| 6M | +13.3% | +2.6% | +10.7% | +18.7% |
| YTD | -21.3% | -24.2% | +2.9% | -32.3% |
| 1Y | -11.1% | -22.3% | +11.1% | -21.7% |
| 3Y | +103.8% | -72.0% | +175.8% | -4.0% |
| 5Y | -21.6% | -78.2% | +56.5% | -54.5% |
| All | -5.9% | -87.8% | +81.9% | -63.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling