-100.0%
QID vs ALK
+385.7%
-485.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | +0.4% |
| 7D | -0.6% | -0.7% | 0.0% | -0.9% |
| 30D | 0.0% | -19.2% | +19.2% | -9.2% |
| 3M | +3.7% | -1.5% | +5.2% | +5.2% |
| 6M | -29.9% | -13.1% | -16.8% | -30.8% |
| YTD | -28.8% | -16.4% | -12.4% | -30.3% |
| 1Y | -37.2% | -33.1% | -4.1% | -44.0% |
| 3Y | -73.7% | +0.6% | -74.3% | -67.5% |
| 5Y | -80.7% | -26.4% | -54.4% | -76.4% |
| 10Y | -99.1% | -34.2% | -65.0% | -98.6% |
| All | -100.0% | +385.7% | -485.7% | -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