+117.6%
DT vs QID
-97.1%
+214.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.3% | -1.8% |
| 7D | -3.3% | -0.6% | -2.7% | -3.5% |
| 30D | +2.0% | 0.0% | +2.0% | +2.3% |
| 3M | +20.0% | +3.7% | +16.3% | +23.7% |
| 6M | +39.3% | -29.9% | +69.1% | +17.1% |
| YTD | +19.8% | -28.8% | +48.5% | +2.4% |
| 1Y | +4.3% | -37.2% | +41.5% | -16.1% |
| 3Y | +7.7% | -73.7% | +81.4% | -40.8% |
| 5Y | -26.8% | -80.7% | +53.9% | -56.0% |
| All | +117.6% | -97.1% | +214.7% | -40.5% |
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 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