-99.6%
QID vs ALLY
+98.1%
-197.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -3.5% |
| 7D | +9.4% | +0.9% | +8.5% | +10.1% |
| 30D | +31.2% | +3.1% | +28.2% | +33.8% |
| 3M | +17.4% | -12.6% | +30.0% | +9.3% |
| 6M | +8.4% | -12.4% | +20.9% | +1.9% |
| YTD | -15.8% | -13.2% | -2.6% | -20.1% |
| 1Y | -16.3% | +1.8% | -18.2% | -12.6% |
| 3Y | -70.4% | +58.0% | -128.4% | -55.4% |
| 5Y | -74.8% | -8.4% | -66.4% | -65.4% |
| 10Y | -99.0% | +195.3% | -294.3% | -96.6% |
| All | -99.6% | +98.1% | -197.7% | -98.8% |
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