+888.8%
DECK vs QID
-99.0%
+987.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +12.7% | -14.2% | +3.8% |
| 7D | +6.0% | +20.2% | -14.2% | +15.0% |
| 30D | +7.4% | +35.3% | -27.9% | +22.6% |
| 3M | -11.7% | +21.3% | -33.0% | -3.4% |
| 6M | -11.0% | +6.7% | -17.7% | -6.9% |
| YTD | -15.4% | -13.6% | -1.8% | -18.4% |
| 1Y | +7.2% | -11.0% | +18.2% | +5.0% |
| 3Y | -11.8% | -69.8% | +58.0% | -39.1% |
| 5Y | +24.3% | -74.1% | +98.5% | -4.1% |
| All | +888.8% | -99.0% | +987.8% | +269.9% |
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 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