+39.7%
DLR vs QID
-78.0%
+117.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.6% | +4.8% | -1.3% |
| 7D | -2.0% | -1.1% | -0.9% | -1.9% |
| 30D | +0.5% | +14.4% | -13.9% | +5.8% |
| 3M | -4.4% | +6.7% | -11.1% | -1.2% |
| 6M | -6.4% | +2.6% | -9.0% | -3.7% |
| YTD | +19.5% | -24.2% | +43.7% | +12.5% |
| 1Y | +10.5% | -22.3% | +32.8% | +5.3% |
| 3Y | +54.0% | -72.0% | +126.0% | +12.5% |
| 5Y | +39.7% | -78.2% | +117.9% | +0.7% |
| All | +39.7% | -78.0% | +117.7% | +0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling