+877.2%
DECK vs QID
-99.0%
+976.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.4% | -2.2% |
| 7D | +5.8% | +9.4% | -3.7% | +10.1% |
| 30D | +7.9% | +31.2% | -23.4% | +21.5% |
| 3M | -11.4% | +17.4% | -28.8% | -4.4% |
| 6M | -16.6% | +8.4% | -25.0% | -12.2% |
| YTD | -16.4% | -15.8% | -0.6% | -20.2% |
| 1Y | +8.6% | -16.3% | +25.0% | +3.5% |
| 3Y | -15.1% | -70.4% | +55.3% | -41.8% |
| 5Y | +22.9% | -74.8% | +97.7% | -6.2% |
| All | +877.2% | -99.0% | +976.2% | +261.6% |
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