+741.1%
DECK vs QID
-99.1%
+840.3%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +1.9% | +1.4% |
| 7D | -2.2% | -0.6% | -1.6% | -2.4% |
| 30D | -13.6% | 0.0% | -13.6% | -13.5% |
| 3M | -21.2% | +3.7% | -25.0% | -19.2% |
| 6M | -21.1% | -29.9% | +8.8% | -31.0% |
| YTD | -17.2% | -28.8% | +11.5% | -27.0% |
| 1Y | -30.7% | -37.2% | +6.4% | -41.8% |
| 3Y | -3.4% | -73.7% | +70.4% | -37.1% |
| 5Y | +25.5% | -80.7% | +106.3% | -14.5% |
| All | +741.1% | -99.1% | +840.3% | +146.1% |
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 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