+47.6%
ON vs QID
-20.9%
+68.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.6% | -6.2% | -1.1% |
| 7D | +12.2% | -7.1% | +19.4% | +5.6% |
| 30D | -3.1% | +12.6% | -15.8% | +12.1% |
| 3M | -12.9% | +14.2% | -27.1% | +3.8% |
| 6M | -38.6% | +6.2% | -44.8% | -25.7% |
| YTD | +31.2% | -21.8% | +53.0% | +28.9% |
| 1Y | +47.6% | -23.1% | +70.8% | +44.5% |
| All | +47.6% | -20.9% | +68.5% | +44.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling