-100.0%
QID vs DRI
+1,127.5%
-1,227.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | -0.7% |
| 7D | -0.6% | +0.6% | -1.2% | -0.3% |
| 30D | 0.0% | +3.8% | -3.8% | +2.3% |
| 3M | +3.7% | +13.0% | -9.3% | +11.3% |
| 6M | -29.9% | +8.3% | -38.2% | -26.2% |
| YTD | -28.8% | +20.6% | -49.4% | -19.9% |
| 1Y | -37.2% | +6.5% | -43.6% | -34.3% |
| 3Y | -73.7% | +53.7% | -127.4% | -63.6% |
| 5Y | -80.7% | +72.7% | -153.4% | -67.5% |
| 10Y | -99.1% | +363.2% | -462.3% | -96.2% |
| All | -100.0% | +1,127.5% | -1,227.5% | -99.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling