+221.7%
PODD vs QID
-99.1%
+320.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.3% | -4.7% | -1.5% |
| 7D | -10.6% | +2.7% | -13.3% | -9.6% |
| 30D | -6.9% | +3.3% | -10.3% | -5.7% |
| 3M | -10.6% | -5.5% | -5.1% | -12.3% |
| 6M | -43.5% | -28.4% | -15.1% | -50.3% |
| YTD | -52.6% | -26.6% | -26.1% | -57.7% |
| 1Y | -60.1% | -34.1% | -26.0% | -65.7% |
| 3Y | -21.7% | -73.7% | +52.0% | -49.7% |
| 5Y | -54.6% | -80.7% | +26.1% | -69.6% |
| All | +221.7% | -99.1% | +320.9% | -35.3% |
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 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