+57.3%
DRAM vs QID
-33.3%
+90.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.2% | -1.8% |
| 7D | +18.0% | -11.8% | +29.8% | -1.3% |
| 30D | -17.4% | +14.2% | -31.6% | +9.4% |
| 3M | -20.3% | +8.8% | -29.1% | -0.4% |
| 6M | -14.9% | +1.5% | -16.4% | +10.1% |
| All | +57.3% | -33.3% | +90.5% | +27.5% |
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 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