-18.1%
QID vs ALK
-5.3%
-12.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.2% |
| 7D | +1.8% | +12.9% | -11.2% | +6.5% |
| 30D | +21.6% | +5.5% | +16.1% | +24.2% |
| 3M | +12.6% | -12.1% | +24.7% | +8.3% |
| 6M | +6.9% | +1.7% | +5.2% | +10.5% |
| YTD | -20.5% | -17.4% | -3.1% | -18.8% |
| 1Y | -18.1% | -1.9% | -16.1% | -10.4% |
| All | -18.1% | -5.3% | -12.8% | -10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling