+181.2%
DLR vs QID
-99.0%
+280.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.6% | -4.5% | -1.1% |
| 7D | +3.3% | -7.1% | +10.5% | +1.2% |
| 30D | +4.6% | +12.6% | -8.0% | +9.3% |
| 3M | -8.3% | +14.2% | -22.5% | -3.4% |
| 6M | -5.6% | +6.2% | -11.8% | -1.9% |
| YTD | +18.7% | -21.8% | +40.5% | +13.5% |
| 1Y | +17.1% | -23.1% | +40.2% | +11.6% |
| 3Y | +54.4% | -71.3% | +125.7% | +17.0% |
| 5Y | +36.5% | -77.0% | +113.5% | +7.2% |
| All | +181.2% | -99.0% | +280.2% | +0.8% |
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 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