+700.8%
O vs QID
-100.0%
+800.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.9% |
| 7D | -0.7% | -0.6% | -0.1% | -0.9% |
| 30D | -1.9% | 0.0% | -1.9% | -1.8% |
| 3M | +3.8% | +3.7% | +0.1% | +5.5% |
| 6M | -4.7% | -29.9% | +25.1% | -15.1% |
| YTD | +12.5% | -28.8% | +41.3% | +0.9% |
| 1Y | +10.8% | -37.2% | +48.0% | -4.5% |
| 3Y | +28.8% | -73.7% | +102.5% | -15.8% |
| 5Y | +13.2% | -80.7% | +93.9% | -26.7% |
| 10Y | +53.5% | -99.1% | +152.6% | -69.0% |
| All | +700.8% | -100.0% | +800.8% | -66.0% |
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