-12.1%
DOW vs QID
-97.5%
+85.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -2.6% |
| 7D | -1.4% | +1.3% | -2.7% | -1.0% |
| 30D | -3.9% | +2.9% | -6.9% | -3.0% |
| 3M | -12.7% | -0.7% | -12.0% | -12.7% |
| 6M | -13.7% | -29.7% | +16.0% | -23.5% |
| YTD | +28.4% | -27.9% | +56.3% | +15.3% |
| 1Y | +21.8% | -34.6% | +56.3% | +6.6% |
| 3Y | -35.7% | -73.5% | +37.8% | -56.0% |
| 5Y | -36.8% | -81.0% | +44.2% | -56.6% |
| All | -12.1% | -97.5% | +85.4% | -72.9% |
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 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