+59.9%
DIA vs QID
-74.5%
+134.4%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.1% |
| 7D | +0.1% | -2.7% | +2.8% | -0.6% |
| 30D | -2.1% | +1.8% | -3.9% | -1.6% |
| 3M | +4.2% | -2.2% | +6.3% | +4.3% |
| 6M | +11.9% | -32.1% | +44.0% | +2.4% |
| YTD | +10.8% | -28.6% | +39.4% | +3.1% |
| 1Y | +17.5% | -36.3% | +53.8% | +6.6% |
| 3Y | +59.9% | -74.4% | +134.3% | +21.3% |
| All | +59.9% | -74.5% | +134.4% | +21.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling