+34.4%
JD vs QID
-99.0%
+133.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.1% | +2.7% |
| 7D | -4.1% | -7.1% | +3.0% | -7.3% |
| 30D | +4.6% | +12.6% | -8.0% | +10.7% |
| 3M | -4.7% | +14.2% | -19.0% | +1.7% |
| 6M | -17.4% | +6.2% | -23.5% | -14.1% |
| YTD | +0.7% | -21.8% | +22.5% | -8.4% |
| 1Y | -5.9% | -23.1% | +17.3% | -14.8% |
| 3Y | +18.9% | -71.3% | +90.2% | -27.9% |
| 5Y | -62.9% | -77.0% | +14.0% | -74.9% |
| All | +34.4% | -99.0% | +133.4% | -80.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling