-100.0%
QID vs DKS
+907.2%
-1,007.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.9% | +5.2% | -2.0% |
| 7D | -2.7% | -0.4% | -2.3% | -2.9% |
| 30D | +1.8% | -36.6% | +38.4% | -16.5% |
| 3M | -2.2% | -37.6% | +35.5% | -20.2% |
| 6M | -32.1% | -32.1% | -0.1% | -41.7% |
| YTD | -28.6% | -32.3% | +3.7% | -38.4% |
| 1Y | -36.3% | -39.5% | +3.2% | -47.3% |
| 3Y | -74.4% | +27.7% | -102.1% | -65.4% |
| 5Y | -80.8% | +15.0% | -95.8% | -70.1% |
| 10Y | -99.1% | +192.6% | -291.7% | -97.1% |
| All | -100.0% | +907.2% | -1,007.2% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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