+490.5%
DDOG vs QID
-96.9%
+587.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.3% | -3.9% | -0.1% |
| 7D | +3.2% | +2.7% | +0.5% | +5.0% |
| 30D | -10.2% | +3.3% | -13.5% | -7.9% |
| 3M | -2.6% | -5.5% | +2.9% | -4.6% |
| 6M | +80.1% | -28.4% | +108.5% | +50.3% |
| YTD | +63.0% | -26.6% | +89.6% | +40.1% |
| 1Y | +59.4% | -34.1% | +93.5% | +29.3% |
| 3Y | +127.0% | -73.7% | +200.7% | +19.4% |
| 5Y | +61.7% | -80.7% | +142.3% | -3.7% |
| All | +490.5% | -96.9% | +587.4% | +44.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling