-81.0%
QID vs DTE
+30.3%
-111.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -2.3% |
| 7D | +1.3% | -2.6% | +3.8% | +0.3% |
| 30D | +2.9% | -4.4% | +7.3% | +1.3% |
| 3M | -0.7% | -8.3% | +7.6% | -3.7% |
| 6M | -29.7% | -8.1% | -21.6% | -31.8% |
| YTD | -27.9% | +4.4% | -32.3% | -25.8% |
| 1Y | -34.6% | +0.2% | -34.7% | -33.9% |
| 3Y | -73.5% | +42.6% | -116.1% | -67.0% |
| All | -81.0% | +30.3% | -111.3% | -77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling