-5.1%
DASH vs QID
-86.1%
+81.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +12.7% | -22.1% | -0.8% |
| 7D | +0.5% | +20.2% | -19.7% | +15.0% |
| 30D | -7.1% | +35.3% | -42.4% | +15.4% |
| 3M | -13.2% | +21.3% | -34.5% | +0.3% |
| 6M | +8.3% | +6.7% | +1.6% | +15.7% |
| YTD | -20.6% | -13.6% | -7.0% | -25.5% |
| 1Y | -24.4% | -11.0% | -13.4% | -26.6% |
| 3Y | +94.5% | -69.8% | +164.4% | -4.4% |
| 5Y | -9.4% | -74.1% | +64.7% | -41.3% |
| All | -5.1% | -86.1% | +81.1% | -59.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling