-34.1%
QID vs DD
+35.1%
-69.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.8% | +2.1% |
| 7D | +2.7% | -2.9% | +5.7% | +1.2% |
| 30D | +3.3% | -11.5% | +14.8% | -2.9% |
| 3M | -5.5% | -5.4% | -0.1% | -7.7% |
| 6M | -28.4% | -6.9% | -21.5% | -29.5% |
| YTD | -26.6% | +6.9% | -33.4% | -23.6% |
| 1Y | -34.1% | +35.6% | -69.8% | -23.5% |
| All | -34.1% | +35.1% | -69.2% | -23.5% |
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