-29.3%
DASH vs QID
-76.9%
+47.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | +1.1% |
| 7D | -4.5% | -7.1% | +2.6% | -9.1% |
| 30D | -6.8% | +12.6% | -19.4% | +2.2% |
| 3M | -20.7% | +14.2% | -34.9% | -11.8% |
| 6M | +15.1% | +6.2% | +8.9% | +23.5% |
| YTD | -24.3% | -21.8% | -2.5% | -33.6% |
| 1Y | -12.1% | -23.1% | +11.0% | -23.5% |
| 3Y | +91.1% | -71.3% | +162.4% | -10.2% |
| All | -29.3% | -76.9% | +47.5% | -58.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling