+11.7%
DASH vs QID
-88.6%
+100.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.3% | -4.9% |
| 7D | -10.6% | -0.6% | -9.9% | -10.9% |
| 30D | +2.2% | 0.0% | +2.2% | +2.1% |
| 3M | +32.3% | +3.7% | +28.5% | +37.9% |
| 6M | +19.1% | -29.9% | +49.0% | -5.4% |
| YTD | -6.5% | -28.8% | +22.3% | -24.1% |
| 1Y | -14.9% | -37.2% | +22.3% | -35.7% |
| 3Y | +151.9% | -73.7% | +225.7% | +14.4% |
| 5Y | +9.4% | -80.7% | +90.2% | -42.4% |
| All | +11.7% | -88.6% | +100.3% | -58.8% |
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