+467.1%
DDOG vs QID
-97.0%
+564.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -1.1% |
| 7D | -10.1% | -0.6% | -9.5% | -10.4% |
| 30D | -24.8% | 0.0% | -24.8% | -24.4% |
| 3M | -12.6% | +3.7% | -16.3% | -8.7% |
| 6M | +79.9% | -29.9% | +109.8% | +48.2% |
| YTD | +56.6% | -28.8% | +85.4% | +32.0% |
| 1Y | +61.6% | -37.2% | +98.8% | +27.3% |
| 3Y | +117.9% | -73.7% | +191.6% | +14.7% |
| 5Y | +54.2% | -80.7% | +135.0% | -8.7% |
| All | +467.1% | -97.0% | +564.1% | +36.1% |
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