+1,123.1%
ON vs QID
-100.0%
+1,223.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.6% | -6.2% | -1.7% |
| 7D | +12.2% | -7.1% | +19.4% | +7.2% |
| 30D | -3.1% | +12.6% | -15.8% | +8.7% |
| 3M | -12.9% | +14.2% | -27.1% | 0.0% |
| 6M | -38.6% | +6.2% | -44.8% | -28.8% |
| YTD | +31.2% | -21.8% | +53.0% | +26.3% |
| 1Y | +47.6% | -23.1% | +70.8% | +41.3% |
| 3Y | +6.6% | -71.3% | +77.9% | -36.2% |
| 5Y | +21.3% | -77.0% | +98.2% | -11.6% |
| 10Y | +533.3% | -99.0% | +632.4% | -8.9% |
| All | +1,123.1% | -100.0% | +1,223.0% | -65.3% |
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