+40.9%
DUK vs QID
-80.8%
+121.7%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | 0.0% |
| 7D | -0.7% | +1.3% | -1.9% | -0.6% |
| 30D | -2.4% | +2.9% | -5.4% | -2.4% |
| 3M | -3.0% | -0.7% | -2.3% | -3.0% |
| 6M | -6.6% | -29.7% | +23.1% | -7.3% |
| YTD | +4.6% | -27.9% | +32.4% | +3.8% |
| 1Y | +1.2% | -34.6% | +35.8% | +0.2% |
| 3Y | +45.7% | -73.5% | +119.2% | +37.0% |
| All | +40.9% | -80.8% | +121.7% | +25.8% |
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