-37.2%
QID vs DAR
+104.4%
-141.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.4% |
| 7D | -0.6% | +1.4% | -2.0% | -0.5% |
| 30D | 0.0% | +12.8% | -12.8% | +1.5% |
| 3M | +3.7% | +7.4% | -3.6% | +4.9% |
| 6M | -29.9% | +22.3% | -52.1% | -27.4% |
| YTD | -28.8% | +81.1% | -109.9% | -22.1% |
| 1Y | -37.2% | +106.5% | -143.7% | -30.3% |
| All | -37.2% | +104.4% | -141.5% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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