+481.1%
DUK vs QID
-100.0%
+581.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.6% | +0.9% |
| 7D | +0.7% | -2.7% | +3.4% | +0.3% |
| 30D | -2.0% | +1.8% | -3.8% | -1.7% |
| 3M | +0.2% | -2.2% | +2.4% | +0.1% |
| 6M | -6.9% | -32.1% | +25.2% | -12.3% |
| YTD | +6.1% | -28.6% | +34.7% | +0.9% |
| 1Y | +4.4% | -36.3% | +40.8% | -2.5% |
| 3Y | +49.1% | -74.4% | +123.5% | +20.7% |
| 5Y | +39.6% | -80.8% | +120.3% | +13.0% |
| 10Y | +125.1% | -99.1% | +224.3% | +5.3% |
| All | +481.1% | -100.0% | +581.1% | +45.5% |
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