-18.1%
QID vs RBA
-3.8%
-14.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.4% |
| 7D | +1.8% | +3.2% | -1.4% | +2.5% |
| 30D | +21.6% | +12.0% | +9.6% | +24.6% |
| 3M | +12.6% | +2.9% | +9.7% | +12.2% |
| 6M | +6.9% | -6.3% | +13.2% | +5.3% |
| YTD | -20.5% | -5.9% | -14.6% | -17.9% |
| 1Y | -18.1% | -3.9% | -14.2% | -14.5% |
| All | -18.1% | -3.8% | -14.3% | -14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling