+1,449.9%
DLR vs QID
-100.0%
+1,549.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.6% | +4.8% | -1.7% |
| 7D | -2.0% | -1.1% | -0.9% | -1.8% |
| 30D | +0.5% | +14.4% | -13.9% | +7.1% |
| 3M | -4.4% | +6.7% | -11.1% | -0.5% |
| 6M | -6.4% | +2.6% | -9.0% | -3.1% |
| YTD | +19.5% | -24.2% | +43.7% | +10.9% |
| 1Y | +10.5% | -22.3% | +32.8% | +4.0% |
| 3Y | +54.0% | -72.0% | +126.0% | +4.6% |
| 5Y | +39.7% | -78.2% | +117.9% | -0.6% |
| 10Y | +189.5% | -99.1% | +288.6% | -37.5% |
| All | +1,449.9% | -100.0% | +1,549.9% | -18.5% |
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