-37.2%
QID vs DGX
+33.7%
-70.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.6% | -0.1% |
| 7D | -0.6% | -2.3% | +1.7% | +0.1% |
| 30D | 0.0% | +0.6% | -0.6% | -0.3% |
| 3M | +3.7% | +21.4% | -17.7% | -2.3% |
| 6M | -29.9% | +14.7% | -44.6% | -33.3% |
| YTD | -28.8% | +38.4% | -67.2% | -34.7% |
| 1Y | -37.2% | +34.0% | -71.1% | -42.4% |
| All | -37.2% | +33.7% | -70.8% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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