+95.6%
DG vs QID
-99.1%
+194.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.3% | -3.6% | -0.9% |
| 7D | -6.3% | +2.7% | -9.0% | -5.9% |
| 30D | +2.4% | +3.3% | -0.9% | +3.0% |
| 3M | +12.4% | -5.5% | +17.9% | +11.7% |
| 6M | -14.9% | -28.4% | +13.5% | -19.0% |
| YTD | -6.1% | -26.6% | +20.5% | -10.1% |
| 1Y | +17.9% | -34.1% | +52.0% | +11.1% |
| 3Y | +3.1% | -73.7% | +76.8% | -16.6% |
| 5Y | -38.7% | -80.7% | +42.0% | -50.3% |
| All | +95.6% | -99.1% | +194.8% | -14.9% |
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