-35.5%
DG vs QID
-76.9%
+41.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -3.0% | -0.1% |
| 7D | +0.3% | -7.1% | +7.4% | -0.3% |
| 30D | +3.2% | +12.6% | -9.4% | +4.4% |
| 3M | +10.4% | +14.2% | -3.8% | +11.9% |
| 6M | +33.2% | +6.2% | +27.0% | +34.4% |
| YTD | +3.0% | -21.8% | +24.8% | +1.1% |
| 1Y | +31.2% | -23.1% | +54.4% | +28.7% |
| 3Y | +21.8% | -71.3% | +93.1% | +7.4% |
| All | -35.5% | -76.9% | +41.3% | -45.4% |
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