+171.8%
DLR vs QID
-99.1%
+270.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.3% | -4.3% | -1.3% |
| 7D | -1.3% | +2.7% | -4.0% | -0.5% |
| 30D | -2.9% | +3.3% | -6.2% | -1.8% |
| 3M | +3.2% | -5.5% | +8.8% | +2.2% |
| 6M | +3.9% | -28.4% | +32.3% | -4.7% |
| YTD | +21.4% | -26.6% | +48.0% | +12.6% |
| 1Y | +9.7% | -34.1% | +43.8% | -1.0% |
| 3Y | +56.5% | -73.7% | +130.2% | +14.9% |
| 5Y | +41.5% | -80.7% | +122.2% | +4.8% |
| All | +171.8% | -99.1% | +270.9% | -6.6% |
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