+45.8%
ON vs QID
-33.5%
+79.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.3% | -3.5% | +1.1% |
| 7D | -4.7% | +2.7% | -7.5% | -2.2% |
| 30D | -13.5% | +3.3% | -16.8% | -10.3% |
| 3M | -36.3% | -5.5% | -30.8% | -35.3% |
| 6M | +17.8% | -28.4% | +46.2% | +0.2% |
| YTD | +29.6% | -26.6% | +56.1% | +13.6% |
| 1Y | +45.8% | -34.1% | +79.9% | +14.5% |
| All | +45.8% | -33.5% | +79.3% | +14.5% |
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