-99.6%
QID vs ALLY
+124.8%
-224.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.2% |
| 7D | -0.6% | +3.7% | -4.3% | +1.5% |
| 30D | 0.0% | -2.3% | +2.3% | -1.1% |
| 3M | +3.7% | +3.8% | -0.1% | +6.9% |
| 6M | -29.9% | +9.7% | -39.6% | -24.6% |
| YTD | -28.8% | -1.4% | -27.4% | -27.6% |
| 1Y | -37.2% | +8.2% | -45.4% | -31.8% |
| 3Y | -73.7% | +66.5% | -140.2% | -59.1% |
| 5Y | -80.7% | +1.2% | -81.9% | -72.0% |
| 10Y | -99.1% | +191.4% | -290.6% | -97.0% |
| All | -99.6% | +124.8% | -224.5% | -98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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