-34.9%
DOW vs QID
-73.9%
+39.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.5% |
| 7D | -6.0% | -1.9% | -4.1% | -6.5% |
| 30D | -2.7% | +1.7% | -4.5% | -2.3% |
| 3M | -10.5% | -3.9% | -6.6% | -11.2% |
| 6M | -12.4% | -30.0% | +17.6% | -21.2% |
| YTD | +30.0% | -28.2% | +58.2% | +18.5% |
| 1Y | +27.8% | -35.6% | +63.4% | +13.0% |
| All | -34.9% | -73.9% | +39.0% | -55.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling