+339.6%
PODD vs QID
-99.0%
+438.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.6% | -0.5% | +3.1% |
| 7D | +4.1% | -7.1% | +11.2% | +1.4% |
| 30D | +13.9% | +12.6% | +1.2% | +19.7% |
| 3M | +4.1% | +14.2% | -10.1% | +10.3% |
| 6M | +2.4% | +6.2% | -3.7% | +5.9% |
| YTD | -46.4% | -21.8% | -24.6% | -50.6% |
| 1Y | -54.2% | -23.1% | -31.0% | -57.9% |
| 3Y | -6.9% | -71.3% | +64.5% | -37.9% |
| 5Y | -51.6% | -77.0% | +25.4% | -65.0% |
| All | +339.6% | -99.0% | +438.6% | -5.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling