+61.6%
DRAM vs QID
-33.6%
+95.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -4.6% | +15.0% | +3.3% |
| 7D | -0.6% | -1.1% | +0.6% | +2.1% |
| 30D | -18.0% | +14.4% | -32.4% | +8.9% |
| 3M | -11.9% | +6.7% | -18.5% | +6.8% |
| 6M | -18.6% | +2.6% | -21.2% | +7.5% |
| All | +61.6% | -33.6% | +95.2% | +29.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling