-80.7%
QID vs DBX
+8.4%
-89.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.3% | +1.0% | +3.2% |
| 7D | +2.7% | -1.8% | +4.6% | +1.5% |
| 30D | +3.3% | +2.8% | +0.5% | +5.6% |
| 3M | -5.5% | +26.8% | -32.3% | +10.9% |
| 6M | -28.4% | +32.8% | -61.2% | -12.4% |
| YTD | -26.6% | +26.1% | -52.6% | -13.4% |
| 1Y | -34.1% | +14.1% | -48.3% | -27.9% |
| 3Y | -73.7% | +25.7% | -99.4% | -63.9% |
| 5Y | -80.7% | +11.2% | -91.8% | -64.2% |
| All | -80.7% | +8.4% | -89.1% | -64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling