-36.3%
QID vs ALK
-35.5%
-0.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.4% | -0.7% |
| 7D | -2.7% | +0.1% | -2.9% | -2.7% |
| 30D | +1.8% | -18.5% | +20.2% | -4.6% |
| 3M | -2.2% | -3.6% | +1.4% | -1.9% |
| 6M | -32.1% | -3.7% | -28.4% | -29.6% |
| YTD | -28.6% | -19.0% | -9.6% | -28.1% |
| 1Y | -36.3% | -36.0% | -0.3% | -32.6% |
| All | -36.3% | -35.5% | -0.8% | -32.6% |
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