-4.5%
DASH vs QID
-87.4%
+82.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.8% | +7.6% | -3.9% |
| 7D | -4.8% | -0.8% | -4.0% | -4.2% |
| 30D | -7.9% | +20.1% | -28.0% | +5.6% |
| 3M | -16.3% | +11.8% | -28.1% | -8.4% |
| 6M | +10.4% | +5.5% | +4.9% | +17.8% |
| YTD | -20.1% | -21.5% | +1.4% | -29.7% |
| 1Y | -11.4% | -22.6% | +11.2% | -22.4% |
| 3Y | +114.1% | -72.3% | +186.4% | -0.4% |
| 5Y | -5.8% | -76.9% | +71.1% | -43.4% |
| All | -4.5% | -87.4% | +82.9% | -61.9% |
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