-99.1%
QID vs ALK
-38.6%
-60.5%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.4% | -1.1% |
| 7D | -2.7% | +0.1% | -2.9% | -2.7% |
| 30D | +1.8% | -18.5% | +20.2% | -6.9% |
| 3M | -2.2% | -3.6% | +1.4% | -1.7% |
| 6M | -32.1% | -3.7% | -28.4% | -30.0% |
| YTD | -28.6% | -19.0% | -9.6% | -31.0% |
| 1Y | -36.3% | -36.0% | -0.3% | -44.2% |
| 3Y | -74.4% | +2.3% | -76.7% | -68.0% |
| 5Y | -80.8% | -27.8% | -53.0% | -76.5% |
| 10Y | -99.1% | -39.0% | -60.1% | -98.7% |
| All | -99.1% | -38.6% | -60.5% | -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