+1,098.1%
ON vs QID
-100.0%
+1,198.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +1.7% |
| 7D | -4.1% | +1.8% | -5.9% | -1.2% |
| 30D | -10.2% | +21.6% | -31.8% | +6.4% |
| 3M | -12.7% | +12.6% | -25.4% | -1.1% |
| 6M | -32.5% | +6.9% | -39.5% | -21.5% |
| YTD | +28.6% | -20.5% | +49.1% | +24.9% |
| 1Y | +43.4% | -18.1% | +61.5% | +43.4% |
| 3Y | +3.3% | -70.7% | +74.0% | -37.4% |
| 5Y | +22.5% | -77.2% | +99.8% | -11.6% |
| 10Y | +535.7% | -99.0% | +634.7% | -7.9% |
| All | +1,098.1% | -100.0% | +1,198.1% | -65.7% |
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