-99.1%
QID vs RBA
+207.2%
-306.2%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +3.1% |
| 7D | -7.1% | +1.7% | -8.9% | -6.2% |
| 30D | +12.6% | +8.3% | +4.3% | +17.7% |
| 3M | +14.2% | +10.5% | +3.7% | +20.9% |
| 6M | +6.2% | -5.9% | +12.1% | +3.6% |
| YTD | -21.8% | -6.9% | -14.9% | -22.9% |
| 1Y | -23.1% | -4.9% | -18.3% | -23.1% |
| 3Y | -71.3% | +64.5% | -135.8% | -57.7% |
| 5Y | -77.0% | +46.1% | -123.1% | -64.7% |
| All | -99.1% | +207.2% | -306.2% | -97.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling