-100.0%
QID vs NYT
+249.1%
-349.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.2% | -1.6% |
| 7D | +1.3% | -0.6% | +1.9% | +1.0% |
| 30D | +2.9% | +4.6% | -1.6% | +5.2% |
| 3M | -0.7% | -9.6% | +8.9% | -5.4% |
| 6M | -29.7% | -14.0% | -15.7% | -34.4% |
| YTD | -27.9% | -2.8% | -25.0% | -28.2% |
| 1Y | -34.6% | +15.6% | -50.2% | -28.9% |
| 3Y | -73.5% | +56.3% | -129.8% | -64.5% |
| 5Y | -81.0% | +39.5% | -120.5% | -72.8% |
| 10Y | -99.2% | +488.0% | -587.2% | -97.1% |
| All | -100.0% | +249.1% | -349.0% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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