-73.5%
QID vs QSR
+25.8%
-99.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.6% |
| 7D | +1.3% | -4.0% | +5.3% | 0.0% |
| 30D | +2.9% | +2.8% | +0.2% | +4.0% |
| 3M | -0.7% | +5.1% | -5.8% | +1.0% |
| 6M | -29.7% | +8.8% | -38.5% | -27.1% |
| YTD | -27.9% | +14.8% | -42.7% | -23.3% |
| 1Y | -34.6% | +25.7% | -60.3% | -26.9% |
| 3Y | -73.5% | +27.5% | -101.1% | -68.7% |
| All | -73.5% | +25.8% | -99.3% | -68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 3y: compounded portfolio wealth divided by compounded QSR 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…
3y analysis · Full analysis span regression · 6 months rolling