-100.0%
QID vs DD
+248.9%
-348.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -0.1% |
| 7D | -0.6% | -3.5% | +2.9% | -3.2% |
| 30D | 0.0% | -10.3% | +10.3% | -7.6% |
| 3M | +3.7% | -7.5% | +11.3% | -1.0% |
| 6M | -29.9% | -8.0% | -21.8% | -32.1% |
| YTD | -28.8% | +10.5% | -39.2% | -20.4% |
| 1Y | -37.2% | +38.3% | -75.4% | -16.1% |
| 3Y | -73.7% | +42.5% | -116.2% | -59.6% |
| 5Y | -80.7% | +60.2% | -140.9% | -62.0% |
| 10Y | -99.1% | +68.9% | -168.0% | -97.4% |
| All | -100.0% | +248.9% | -348.9% | -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