-99.4%
QID vs QSR
+206.0%
-305.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | -0.5% |
| 7D | -1.9% | -2.4% | +0.4% | -3.4% |
| 30D | +1.7% | +5.7% | -4.0% | +5.5% |
| 3M | -3.9% | +6.9% | -10.8% | +0.3% |
| 6M | -30.0% | +6.9% | -36.9% | -26.8% |
| YTD | -28.2% | +14.9% | -43.1% | -21.1% |
| 1Y | -35.6% | +29.1% | -64.7% | -23.2% |
| 3Y | -74.3% | +26.1% | -100.4% | -68.2% |
| 5Y | -80.8% | +42.3% | -123.1% | -71.1% |
| 10Y | -99.2% | +134.0% | -233.1% | -97.8% |
| All | -99.4% | +206.0% | -305.4% | -98.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling