+19.8%
DDOG vs QID
-21.1%
+40.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -1.8% | -12.6% | -15.3% |
| 7D | -32.2% | +9.8% | -42.0% | -28.6% |
| 30D | -31.7% | +18.9% | -50.6% | -25.2% |
| 3M | -34.5% | +9.6% | -44.1% | -30.2% |
| 6M | +28.7% | -7.8% | +36.5% | +28.7% |
| YTD | +38.8% | -23.3% | +62.1% | +29.1% |
| 1Y | +19.8% | -22.0% | +41.8% | +11.5% |
| All | +19.8% | -21.1% | +40.9% | +11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling