-100.0%
QID vs DGX
+433.8%
-533.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.8% | +4.1% | +1.0% |
| 7D | +2.7% | -3.5% | +6.2% | +0.2% |
| 30D | +3.3% | -2.7% | +6.0% | +1.4% |
| 3M | -5.5% | +13.9% | -19.4% | +3.5% |
| 6M | -28.4% | +16.0% | -44.4% | -20.7% |
| YTD | -26.6% | +34.9% | -61.5% | -8.8% |
| 1Y | -34.1% | +30.6% | -64.7% | -20.2% |
| 3Y | -73.7% | +93.0% | -166.7% | -55.5% |
| 5Y | -80.7% | +64.4% | -145.1% | -69.0% |
| 10Y | -99.1% | +248.1% | -347.2% | -96.7% |
| All | -100.0% | +433.8% | -533.8% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling