-100.0%
QID vs ALK
+349.9%
-449.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.2% | -2.3% |
| 7D | +9.4% | +9.0% | +0.4% | +14.2% |
| 30D | +31.2% | -1.6% | +32.9% | +30.9% |
| 3M | +17.4% | -23.2% | +40.6% | +5.1% |
| 6M | +8.4% | -3.9% | +12.3% | +10.4% |
| YTD | -15.8% | -22.6% | +6.8% | -19.7% |
| 1Y | -16.3% | -5.3% | -11.0% | -11.8% |
| 3Y | -70.4% | +18.6% | -89.0% | -60.3% |
| 5Y | -74.8% | -34.4% | -40.4% | -70.5% |
| 10Y | -99.0% | -40.8% | -58.2% | -98.5% |
| All | -100.0% | +349.9% | -449.9% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling