-70.7%
QID vs DRI
+69.5%
-140.2%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.2% |
| 7D | +1.8% | +4.2% | -2.5% | +3.1% |
| 30D | +21.6% | +15.7% | +5.9% | +27.0% |
| 3M | +12.6% | +5.8% | +6.9% | +14.7% |
| 6M | +6.9% | +18.4% | -11.5% | +13.2% |
| YTD | -20.5% | +28.2% | -48.7% | -12.1% |
| 1Y | -18.1% | +35.9% | -54.0% | -6.9% |
| 3Y | -70.7% | +67.7% | -138.4% | -63.2% |
| All | -70.7% | +69.5% | -140.2% | -63.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling