+59.0%
JD vs QID
-99.5%
+158.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.5% | +4.2% | +0.4% |
| 7D | +13.4% | +9.4% | +3.9% | +18.3% |
| 30D | +7.7% | +31.2% | -23.5% | +23.0% |
| 3M | -11.3% | +17.4% | -28.7% | -3.9% |
| 6M | -5.1% | +8.4% | -13.6% | -0.4% |
| YTD | +5.0% | -15.8% | +20.8% | -1.3% |
| 1Y | -5.6% | -16.3% | +10.7% | -11.3% |
| 3Y | +17.8% | -70.4% | +88.2% | -28.7% |
| 5Y | -57.2% | -74.8% | +17.6% | -70.1% |
| 10Y | +34.8% | -99.0% | +133.8% | -78.2% |
| All | +59.0% | -99.5% | +158.5% | -85.0% |
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