-9.7%
JD vs QID
-21.1%
+11.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.8% | +4.9% | +2.8% |
| 7D | +9.0% | +9.8% | -0.8% | +10.3% |
| 30D | +5.2% | +18.9% | -13.7% | +7.8% |
| 3M | -15.9% | +9.6% | -25.5% | -14.7% |
| 6M | -7.7% | -7.8% | +0.1% | -9.9% |
| YTD | +0.1% | -23.3% | +23.4% | -7.5% |
| 1Y | -9.7% | -22.0% | +12.3% | -16.3% |
| All | -9.7% | -21.1% | +11.3% | -16.3% |
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