+0.1%
DOW vs QID
-97.3%
+97.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | +0.5% |
| 7D | +5.2% | -7.1% | +12.4% | +2.9% |
| 30D | +13.2% | +12.6% | +0.6% | +18.0% |
| 3M | +10.1% | +14.2% | -4.2% | +15.3% |
| 6M | -13.1% | +6.2% | -19.3% | -10.8% |
| YTD | +46.1% | -21.8% | +67.9% | +35.1% |
| 1Y | +50.0% | -23.1% | +73.2% | +38.3% |
| 3Y | -20.2% | -71.3% | +51.1% | -44.2% |
| 5Y | -27.7% | -77.0% | +49.3% | -46.4% |
| All | +0.1% | -97.3% | +97.3% | -68.3% |
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