+54.3%
JD vs QID
-99.6%
+153.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.2% | +1.7% |
| 7D | -1.7% | -0.6% | -1.0% | -1.9% |
| 30D | -13.2% | 0.0% | -13.2% | -13.2% |
| 3M | -3.2% | +3.7% | -6.9% | -0.6% |
| 6M | +15.2% | -29.9% | +45.1% | -1.7% |
| YTD | +2.0% | -28.8% | +30.8% | -11.9% |
| 1Y | -5.4% | -37.2% | +31.8% | -22.3% |
| 3Y | -9.1% | -73.7% | +64.6% | -47.6% |
| 5Y | -59.6% | -80.7% | +21.1% | -75.4% |
| 10Y | +26.2% | -99.1% | +125.4% | -80.6% |
| All | +54.3% | -99.6% | +153.9% | -86.6% |
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 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