+46.1%
DE vs QID
-21.1%
+67.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +1.5% |
| 7D | +5.6% | +9.8% | -4.2% | +6.3% |
| 30D | -0.8% | +18.9% | -19.7% | +0.6% |
| 3M | +9.8% | +9.6% | +0.2% | +10.7% |
| 6M | +17.5% | -7.8% | +25.4% | +17.6% |
| YTD | +46.5% | -23.3% | +69.8% | +41.7% |
| 1Y | +46.1% | -22.0% | +68.1% | +41.4% |
| All | +46.1% | -21.1% | +67.2% | +41.4% |
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