-100.0%
QID vs DTE
+740.7%
-840.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | -0.3% |
| 7D | -1.9% | 0.0% | -1.9% | -1.9% |
| 30D | +1.7% | -0.5% | +2.2% | +1.3% |
| 3M | -3.9% | -6.0% | +2.1% | -9.1% |
| 6M | -30.0% | -7.2% | -22.8% | -34.7% |
| YTD | -28.2% | +7.2% | -35.4% | -24.1% |
| 1Y | -35.6% | +4.1% | -39.7% | -33.6% |
| 3Y | -74.3% | +46.9% | -121.1% | -63.2% |
| 5Y | -80.8% | +32.9% | -113.7% | -73.4% |
| 10Y | -99.2% | +144.5% | -243.6% | -97.2% |
| All | -100.0% | +740.7% | -840.7% | -99.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling