-74.6%
QID vs RBA
+32.9%
-107.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.2% |
| 7D | -0.6% | -2.9% | +2.3% | -1.9% |
| 30D | 0.0% | -12.3% | +12.3% | -5.9% |
| 3M | +3.7% | -20.5% | +24.3% | -5.8% |
| 6M | -29.9% | -18.5% | -11.3% | -34.9% |
| YTD | -28.8% | -18.2% | -10.5% | -33.1% |
| 1Y | -37.2% | -27.5% | -9.7% | -44.8% |
| All | -74.6% | +32.9% | -107.5% | -69.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling