-99.1%
QID vs DAR
+375.1%
-474.2%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.7% | +4.0% | +1.5% |
| 7D | +2.7% | +0.9% | +1.8% | +3.2% |
| 30D | +3.3% | +6.4% | -3.1% | +6.5% |
| 3M | -5.5% | +13.2% | -18.8% | +0.7% |
| 6M | -28.4% | +26.2% | -54.6% | -19.3% |
| YTD | -26.6% | +84.4% | -110.9% | -0.3% |
| 1Y | -34.1% | +112.0% | -146.2% | -3.3% |
| 3Y | -73.7% | +13.4% | -87.0% | -69.4% |
| 5Y | -80.7% | -6.0% | -74.7% | -76.5% |
| All | -99.1% | +375.1% | -474.2% | -96.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling