+56.9%
ON vs QID
-80.7%
+137.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | +0.3% |
| 7D | -1.9% | -1.9% | 0.0% | -3.3% |
| 30D | -11.0% | +1.7% | -12.7% | -9.4% |
| 3M | -39.3% | -3.9% | -35.4% | -37.9% |
| 6M | +19.8% | -30.0% | +49.8% | 0.0% |
| YTD | +31.1% | -28.2% | +59.3% | +12.7% |
| 1Y | +46.0% | -35.6% | +81.6% | +18.2% |
| 3Y | -27.5% | -74.3% | +46.8% | -63.3% |
| 5Y | +56.9% | -80.8% | +137.7% | -4.1% |
| All | +56.9% | -80.7% | +137.6% | -4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling