-100.0%
QID vs DD
+307.8%
-407.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +2.2% |
| 7D | -7.1% | +5.0% | -12.1% | -3.4% |
| 30D | +12.6% | +19.7% | -7.1% | +29.8% |
| 3M | +14.2% | +7.2% | +7.1% | +21.6% |
| 6M | +6.2% | +1.0% | +5.2% | +9.6% |
| YTD | -21.8% | +29.1% | -50.9% | -1.0% |
| 1Y | -23.1% | +28.5% | -51.6% | -2.7% |
| 3Y | -71.3% | +89.4% | -160.8% | -45.1% |
| 5Y | -77.0% | +67.1% | -144.1% | -52.8% |
| 10Y | -99.0% | +97.5% | -196.6% | -96.8% |
| All | -100.0% | +307.8% | -407.8% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling