-98.2%
QID vs DBX
+22.6%
-120.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.2% | -0.9% |
| 7D | +1.3% | +2.1% | -0.8% | +2.6% |
| 30D | +2.9% | +5.7% | -2.8% | +6.8% |
| 3M | -0.7% | +31.8% | -32.5% | +17.6% |
| 6M | -29.7% | +37.5% | -67.1% | -13.7% |
| YTD | -27.9% | +27.9% | -55.8% | -15.2% |
| 1Y | -34.6% | +15.0% | -49.6% | -27.7% |
| 3Y | -73.5% | +27.2% | -100.7% | -65.0% |
| 5Y | -81.0% | +12.8% | -93.8% | -70.7% |
| All | -98.2% | +22.6% | -120.8% | -95.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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