+203.8%
DHR vs QID
-99.2%
+302.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | -0.7% |
| 7D | -3.6% | +1.3% | -4.9% | -3.2% |
| 30D | -2.7% | +2.9% | -5.7% | -1.8% |
| 3M | +10.9% | -0.7% | +11.7% | +11.0% |
| 6M | +3.0% | -29.7% | +32.7% | -7.1% |
| YTD | -12.2% | -27.9% | +15.7% | -19.9% |
| 1Y | +3.3% | -34.6% | +37.9% | -8.3% |
| 3Y | -8.2% | -73.5% | +65.3% | -35.5% |
| 5Y | -29.9% | -81.0% | +51.1% | -50.4% |
| All | +203.8% | -99.2% | +302.9% | -4.4% |
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 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