-10.0%
DHR vs QID
-76.9%
+66.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | +1.1% |
| 7D | +1.2% | -7.1% | +8.4% | -0.7% |
| 30D | +3.7% | +12.6% | -8.9% | +7.9% |
| 3M | +14.5% | +14.2% | +0.2% | +19.8% |
| 6M | +40.9% | +6.2% | +34.7% | +45.0% |
| YTD | +2.4% | -21.8% | +24.2% | -3.3% |
| 1Y | +6.1% | -23.1% | +29.3% | -0.1% |
| 3Y | +21.0% | -71.3% | +92.3% | -12.1% |
| All | -10.0% | -76.9% | +66.8% | -34.8% |
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