-5.9%
DASH vs QID
-87.2%
+81.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -0.6% |
| 7D | -2.8% | +1.8% | -4.5% | -0.4% |
| 30D | -9.3% | +21.6% | -30.9% | +4.9% |
| 3M | -15.1% | +12.6% | -27.7% | -6.5% |
| 6M | +8.7% | +6.9% | +1.8% | +17.1% |
| YTD | -21.3% | -20.5% | -0.8% | -30.1% |
| 1Y | -12.7% | -18.1% | +5.4% | -20.2% |
| 3Y | +103.8% | -70.7% | +174.5% | -0.9% |
| 5Y | -16.8% | -77.2% | +60.4% | -50.4% |
| All | -5.9% | -87.2% | +81.3% | -62.1% |
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