-80.8%
QID vs DD
+59.3%
-140.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | -1.6% |
| 7D | -1.9% | -3.8% | +1.8% | -5.0% |
| 30D | +1.7% | -9.2% | +10.9% | -5.9% |
| 3M | -3.9% | -9.0% | +5.1% | -10.1% |
| 6M | -30.0% | -5.0% | -25.0% | -30.8% |
| YTD | -28.2% | +7.4% | -35.6% | -20.5% |
| 1Y | -35.6% | +35.1% | -70.8% | -11.8% |
| 3Y | -74.3% | +43.2% | -117.5% | -57.5% |
| 5Y | -80.8% | +59.6% | -140.5% | -58.2% |
| All | -80.8% | +59.3% | -140.1% | -58.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling