-30.0%
QID vs DTE
-8.1%
-21.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.8% |
| 7D | -1.9% | 0.0% | -1.9% | -1.9% |
| 30D | +1.7% | -0.5% | +2.2% | +1.8% |
| 3M | -3.9% | -6.0% | +2.1% | -0.6% |
| 6M | -30.0% | -7.2% | -22.8% | -28.3% |
| All | -30.0% | -8.1% | -21.9% | -28.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling