+632.8%
LYB vs QID
-99.9%
+732.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.8% | -1.7% |
| 7D | +0.3% | +1.3% | -1.0% | +0.8% |
| 30D | +2.5% | +2.9% | -0.5% | +3.6% |
| 3M | +1.4% | -0.7% | +2.1% | +1.3% |
| 6M | -3.5% | -29.7% | +26.2% | -16.6% |
| YTD | +52.0% | -27.9% | +79.9% | +33.3% |
| 1Y | +22.1% | -34.6% | +56.6% | +3.5% |
| 3Y | -22.8% | -73.5% | +50.8% | -51.8% |
| 5Y | -3.4% | -81.0% | +77.6% | -40.4% |
| 10Y | +47.4% | -99.2% | +146.5% | -77.0% |
| All | +632.8% | -99.9% | +732.8% | -64.9% |
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