+682.4%
O vs QID
-100.0%
+782.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.1% | -0.3% |
| 7D | -0.4% | -11.8% | +11.4% | -4.4% |
| 30D | +8.3% | +14.2% | -5.9% | +13.6% |
| 3M | -4.0% | +8.8% | -12.8% | -0.8% |
| 6M | -2.6% | +1.5% | -4.1% | -1.4% |
| YTD | +9.9% | -23.8% | +33.7% | +1.2% |
| 1Y | +9.8% | -22.0% | +31.8% | +2.2% |
| 3Y | +39.7% | -71.9% | +111.6% | -6.7% |
| 5Y | +9.2% | -77.6% | +86.7% | -24.9% |
| 10Y | +81.5% | -99.1% | +180.6% | -62.6% |
| All | +682.4% | -100.0% | +782.4% | -65.9% |
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