+629.3%
ON vs QID
-99.2%
+728.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -1.8% | +10.3% | +7.2% |
| 7D | +2.4% | +1.3% | +1.1% | +3.5% |
| 30D | -8.6% | +2.9% | -11.6% | -6.1% |
| 3M | -34.3% | -0.7% | -33.6% | -31.4% |
| 6M | +28.5% | -29.7% | +58.2% | +8.8% |
| YTD | +40.6% | -27.9% | +68.5% | +22.4% |
| 1Y | +55.3% | -34.6% | +89.9% | +28.9% |
| 3Y | -22.2% | -73.5% | +51.3% | -58.2% |
| 5Y | +62.4% | -81.0% | +143.4% | -1.8% |
| All | +629.3% | -99.2% | +728.5% | -14.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling