+656.5%
DIA vs QID
-100.0%
+756.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.6% | +5.1% | -1.1% |
| 7D | -1.6% | -1.1% | -0.5% | -1.6% |
| 30D | +1.3% | +14.4% | -13.1% | +7.0% |
| 3M | -2.1% | +6.7% | -8.7% | +1.2% |
| 6M | +6.2% | +2.6% | +3.6% | +9.4% |
| YTD | +10.3% | -24.2% | +34.5% | +3.1% |
| 1Y | +11.0% | -22.3% | +33.3% | +4.9% |
| 3Y | +60.4% | -72.0% | +132.4% | +12.5% |
| 5Y | +59.1% | -78.2% | +137.2% | +15.4% |
| 10Y | +237.1% | -99.1% | +336.1% | -9.6% |
| All | +656.5% | -100.0% | +756.5% | -29.8% |
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 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