-34.1%
QID vs DRI
+1.2%
-35.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.9% | +3.2% | +2.3% |
| 7D | +2.7% | -4.8% | +7.6% | +2.9% |
| 30D | +3.3% | -5.2% | +8.5% | +3.4% |
| 3M | -5.5% | +2.7% | -8.3% | -5.3% |
| 6M | -28.4% | +3.6% | -32.0% | -28.0% |
| YTD | -26.6% | +15.4% | -42.0% | -26.0% |
| 1Y | -34.1% | +1.3% | -35.4% | -32.2% |
| All | -34.1% | +1.2% | -35.4% | -32.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling