-38.5%
DG vs QID
-80.7%
+42.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -2.5% |
| 7D | -4.8% | -1.9% | -2.9% | -5.0% |
| 30D | +1.8% | +1.7% | 0.0% | +1.9% |
| 3M | +14.5% | -3.9% | +18.4% | +14.3% |
| 6M | -13.6% | -30.0% | +16.4% | -16.2% |
| YTD | -4.8% | -28.2% | +23.4% | -7.4% |
| 1Y | +21.6% | -35.6% | +57.2% | +17.3% |
| 3Y | +4.5% | -74.3% | +78.8% | -9.0% |
| 5Y | -38.5% | -80.8% | +42.4% | -48.5% |
| All | -38.5% | -80.7% | +42.2% | -48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling