-80.8%
QID vs DAR
-8.5%
-72.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.7% | +1.4% |
| 7D | -2.7% | -0.9% | -1.9% | -3.1% |
| 30D | +1.8% | +13.0% | -11.2% | +7.0% |
| 3M | -2.2% | +15.0% | -17.2% | +3.9% |
| 6M | -32.1% | +26.8% | -59.0% | -24.6% |
| YTD | -28.6% | +86.4% | -115.0% | -6.5% |
| 1Y | -36.3% | +115.1% | -151.4% | -10.5% |
| 3Y | -74.4% | +14.6% | -89.0% | -71.3% |
| 5Y | -80.8% | -8.8% | -72.0% | -77.5% |
| All | -80.8% | -8.5% | -72.3% | -77.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling