-61.3%
JD vs QID
-80.7%
+19.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.3% | -1.9% |
| 7D | -0.8% | -2.7% | +2.0% | -1.9% |
| 30D | -16.0% | +1.8% | -17.8% | -15.5% |
| 3M | -3.2% | -2.2% | -1.0% | -3.4% |
| 6M | +6.1% | -32.1% | +38.2% | -8.4% |
| YTD | -0.1% | -28.6% | +28.5% | -11.5% |
| 1Y | -12.7% | -36.3% | +23.6% | -25.6% |
| 3Y | -6.3% | -74.4% | +68.1% | -42.4% |
| 5Y | -61.3% | -80.8% | +19.4% | -74.7% |
| All | -61.3% | -80.7% | +19.3% | -74.7% |
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