-99.1%
QID vs DGX
+255.3%
-354.5%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -0.8% |
| 7D | +1.3% | -0.9% | +2.2% | +0.8% |
| 30D | +2.9% | -1.2% | +4.1% | +2.3% |
| 3M | -0.7% | +15.8% | -16.5% | +8.1% |
| 6M | -29.7% | +18.2% | -47.8% | -22.6% |
| YTD | -27.9% | +37.2% | -65.1% | -12.5% |
| 1Y | -34.6% | +30.4% | -64.9% | -23.3% |
| 3Y | -73.5% | +96.7% | -170.2% | -57.2% |
| 5Y | -81.0% | +67.2% | -148.2% | -70.6% |
| All | -99.1% | +255.3% | -354.5% | -97.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling