-99.0%
QID vs ALK
-39.7%
-59.3%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.1% |
| 7D | +1.8% | +12.9% | -11.2% | +8.1% |
| 30D | +21.6% | +5.5% | +16.1% | +25.5% |
| 3M | +12.6% | -12.1% | +24.7% | +7.7% |
| 6M | +6.9% | +1.7% | +5.2% | +11.9% |
| YTD | -20.5% | -17.4% | -3.1% | -21.6% |
| 1Y | -18.1% | -1.9% | -16.1% | -12.0% |
| 3Y | -70.7% | +21.2% | -91.9% | -60.1% |
| 5Y | -77.2% | -27.8% | -49.4% | -71.9% |
| 10Y | -99.0% | -41.0% | -58.0% | -98.7% |
| All | -99.0% | -39.7% | -59.3% | -98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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