-10.8%
DOW vs QID
-97.5%
+86.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.7% | -3.1% |
| 7D | -2.4% | -0.6% | -1.8% | -2.6% |
| 30D | +0.4% | 0.0% | +0.4% | +0.3% |
| 3M | -14.4% | +3.7% | -18.1% | -12.9% |
| 6M | -7.0% | -29.9% | +22.9% | -17.5% |
| YTD | +30.2% | -28.8% | +59.0% | +16.5% |
| 1Y | +29.2% | -37.2% | +66.4% | +11.5% |
| 3Y | -36.7% | -73.7% | +37.0% | -56.8% |
| 5Y | -37.7% | -80.7% | +43.1% | -56.9% |
| All | -10.8% | -97.5% | +86.7% | -72.6% |
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