-22.0%
QID vs DD
+49.3%
-71.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -2.8% |
| 7D | +9.8% | +8.7% | +1.1% | +14.9% |
| 30D | +18.9% | +15.3% | +3.6% | +28.7% |
| 3M | +9.6% | +5.9% | +3.7% | +13.1% |
| 6M | -7.8% | +11.6% | -19.4% | -0.8% |
| YTD | -23.3% | +26.5% | -49.9% | -10.1% |
| 1Y | -22.0% | +35.4% | -57.4% | -5.2% |
| All | -22.0% | +49.3% | -71.3% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling