-73.0%
QID vs DBX
+25.2%
-98.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.3% | +1.0% | +2.8% |
| 7D | +2.7% | -1.8% | +4.6% | +2.0% |
| 30D | +3.3% | +2.8% | +0.5% | +4.7% |
| 3M | -5.5% | +26.8% | -32.3% | +3.7% |
| 6M | -28.4% | +32.8% | -61.2% | -19.0% |
| YTD | -26.6% | +26.1% | -52.6% | -18.9% |
| 1Y | -34.1% | +14.1% | -48.3% | -30.6% |
| All | -73.0% | +25.2% | -98.2% | -64.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling