+1,180.2%
ON vs QID
-100.0%
+1,280.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.3% | +0.7% |
| 7D | +2.4% | -0.6% | +3.1% | +2.1% |
| 30D | -3.3% | 0.0% | -3.3% | -2.9% |
| 3M | -43.6% | +3.7% | -47.3% | -38.5% |
| 6M | +19.0% | -29.9% | +48.8% | +1.2% |
| YTD | +37.4% | -28.8% | +66.1% | +19.0% |
| 1Y | +54.8% | -37.2% | +91.9% | +25.5% |
| 3Y | -25.2% | -73.7% | +48.5% | -59.1% |
| 5Y | +62.7% | -80.7% | +143.5% | +1.7% |
| 10Y | +574.3% | -99.1% | +673.5% | -11.9% |
| All | +1,180.2% | -100.0% | +1,280.2% | -67.3% |
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