+583.4%
DG vs QID
-99.9%
+683.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.8% | +1.4% |
| 7D | +8.4% | -0.6% | +9.0% | +8.3% |
| 30D | +4.9% | 0.0% | +4.9% | +5.0% |
| 3M | +29.3% | +3.7% | +25.6% | +30.9% |
| 6M | -11.3% | -29.9% | +18.6% | -16.3% |
| YTD | +1.8% | -28.8% | +30.5% | -3.7% |
| 1Y | +25.3% | -37.2% | +62.5% | +16.2% |
| 3Y | +9.1% | -73.7% | +82.8% | -13.4% |
| 5Y | -34.9% | -80.7% | +45.9% | -48.2% |
| 10Y | +108.2% | -99.1% | +207.3% | -10.1% |
| All | +583.4% | -99.9% | +683.3% | +69.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling