+58.3%
DLR vs QID
-73.9%
+132.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.1% |
| 7D | +2.9% | -1.9% | +4.8% | +2.3% |
| 30D | -1.2% | +1.7% | -2.9% | -0.6% |
| 3M | +2.9% | -3.9% | +6.8% | +2.4% |
| 6M | +6.7% | -30.0% | +36.7% | -3.5% |
| YTD | +23.9% | -28.2% | +52.1% | +13.4% |
| 1Y | +18.6% | -35.6% | +54.3% | +5.4% |
| All | +58.3% | -73.9% | +132.2% | +10.7% |
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