-34.6%
QID vs DTE
+1.0%
-35.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.4% |
| 7D | +1.3% | -2.6% | +3.8% | +2.0% |
| 30D | +2.9% | -4.4% | +7.3% | +4.3% |
| 3M | -0.7% | -8.3% | +7.6% | +2.5% |
| 6M | -29.7% | -8.1% | -21.6% | -27.7% |
| YTD | -27.9% | +4.4% | -32.3% | -26.1% |
| 1Y | -34.6% | +0.2% | -34.7% | -33.8% |
| All | -34.6% | +1.0% | -35.5% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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