-99.1%
QID vs DRI
+331.7%
-430.8%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.8% |
| 7D | -7.1% | +1.1% | -8.2% | -6.6% |
| 30D | +12.6% | +9.7% | +2.9% | +18.0% |
| 3M | +14.2% | +3.2% | +11.1% | +16.3% |
| 6M | +6.2% | +20.6% | -14.4% | +16.8% |
| YTD | -21.8% | +28.3% | -50.0% | -10.5% |
| 1Y | -23.1% | +34.5% | -57.7% | -9.7% |
| 3Y | -71.3% | +66.5% | -137.9% | -60.4% |
| 5Y | -77.0% | +79.6% | -156.6% | -62.8% |
| All | -99.1% | +331.7% | -430.8% | -97.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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