-26.7%
DT vs QID
-80.2%
+53.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.3% | -0.7% | +2.7% |
| 7D | -2.5% | +2.7% | -5.3% | -1.3% |
| 30D | +3.5% | +3.3% | +0.2% | +5.3% |
| 3M | +26.7% | -5.5% | +32.2% | +24.1% |
| 6M | +36.1% | -28.4% | +64.5% | +17.0% |
| YTD | +18.6% | -26.6% | +45.2% | +4.1% |
| 1Y | +7.9% | -34.1% | +42.0% | -9.8% |
| 3Y | +8.6% | -73.7% | +82.3% | -39.1% |
| 5Y | -26.7% | -80.7% | +54.0% | -52.8% |
| All | -26.7% | -80.2% | +53.5% | -52.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling