+1,440.1%
DLR vs QID
-100.0%
+1,540.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.6% | -4.5% | -0.9% |
| 7D | +3.3% | -7.1% | +10.5% | +0.6% |
| 30D | +4.6% | +12.6% | -8.0% | +10.7% |
| 3M | -8.3% | +14.2% | -22.5% | -1.9% |
| 6M | -5.6% | +6.2% | -11.8% | -0.9% |
| YTD | +18.7% | -21.8% | +40.5% | +11.6% |
| 1Y | +17.1% | -23.1% | +40.2% | +9.6% |
| 3Y | +54.4% | -71.3% | +125.7% | +6.0% |
| 5Y | +36.5% | -77.0% | +113.5% | -0.8% |
| 10Y | +187.7% | -99.0% | +286.7% | -37.1% |
| All | +1,440.1% | -100.0% | +1,540.1% | -17.9% |
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