+16.9%
JD vs QID
-99.1%
+116.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -2.9% | -2.2% |
| 7D | -3.0% | -1.9% | -1.1% | -3.8% |
| 30D | -19.3% | +1.7% | -21.0% | -18.7% |
| 3M | -6.0% | -3.9% | -2.1% | -7.2% |
| 6M | +1.8% | -30.0% | +31.8% | -12.8% |
| YTD | -2.6% | -28.2% | +25.7% | -15.1% |
| 1Y | -17.4% | -35.6% | +18.2% | -31.0% |
| 3Y | -8.6% | -74.3% | +65.7% | -47.1% |
| 5Y | -61.6% | -80.8% | +19.2% | -76.2% |
| 10Y | +16.9% | -99.2% | +116.0% | -81.6% |
| All | +16.9% | -99.1% | +116.0% | -81.6% |
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