-74.4%
QID vs DRI
+56.7%
-131.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | -0.3% |
| 7D | -2.7% | -1.2% | -1.5% | -3.1% |
| 30D | +1.8% | -0.4% | +2.2% | +1.8% |
| 3M | -2.2% | +9.5% | -11.7% | +1.2% |
| 6M | -32.1% | +6.5% | -38.6% | -30.3% |
| YTD | -28.6% | +18.4% | -47.0% | -22.8% |
| 1Y | -36.3% | +4.2% | -40.5% | -35.2% |
| 3Y | -74.4% | +57.1% | -131.5% | -66.7% |
| All | -74.4% | +56.7% | -131.1% | -66.7% |
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 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