-7.0%
DASH vs QID
-74.8%
+67.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | -1.9% |
| 7D | +0.4% | +9.4% | -9.0% | +7.7% |
| 30D | -6.0% | +31.2% | -37.3% | +14.3% |
| 3M | -15.8% | +17.4% | -33.2% | -4.8% |
| 6M | +7.0% | +8.4% | -1.5% | +15.7% |
| YTD | -20.7% | -15.8% | -4.9% | -26.9% |
| 1Y | -8.5% | -16.3% | +7.8% | -15.7% |
| 3Y | +101.8% | -70.4% | +172.2% | -3.6% |
| All | -7.0% | -74.8% | +67.8% | -42.4% |
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