+59.9%
DDOG vs QID
-80.7%
+140.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.5% | +6.7% | +7.5% |
| 7D | +7.7% | -1.9% | +9.6% | +6.2% |
| 30D | -13.6% | +1.7% | -15.3% | -12.2% |
| 3M | -0.9% | -3.9% | +3.0% | -2.1% |
| 6M | +75.2% | -30.0% | +105.2% | +39.8% |
| YTD | +65.7% | -28.2% | +93.9% | +36.6% |
| 1Y | +60.4% | -35.6% | +96.0% | +23.6% |
| 3Y | +130.7% | -74.3% | +204.9% | +3.2% |
| 5Y | +59.9% | -80.8% | +140.7% | -11.9% |
| All | +59.9% | -80.7% | +140.6% | -11.9% |
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