+7.2%
DG vs QID
-74.5%
+81.7%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.3% | -4.0% |
| 7D | -2.5% | -2.7% | +0.3% | -2.4% |
| 30D | +1.0% | +1.8% | -0.8% | +1.0% |
| 3M | +20.3% | -2.2% | +22.5% | +20.4% |
| 6M | -11.7% | -32.1% | +20.4% | -11.5% |
| YTD | -2.3% | -28.6% | +26.2% | -2.3% |
| 1Y | +20.0% | -36.3% | +56.3% | +20.5% |
| 3Y | +7.2% | -74.4% | +81.6% | +9.5% |
| All | +7.2% | -74.5% | +81.7% | +9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling