-100.0%
QID vs RBA
+729.2%
-829.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +2.4% | -9.3% | -5.5% |
| 7D | -0.8% | +2.5% | -3.3% | +0.8% |
| 30D | +20.1% | +11.6% | +8.5% | +27.8% |
| 3M | +11.8% | +1.5% | +10.3% | +12.9% |
| 6M | +5.5% | -6.6% | +12.2% | +2.5% |
| YTD | -21.5% | -6.3% | -15.3% | -22.4% |
| 1Y | -22.6% | -4.0% | -18.7% | -22.2% |
| 3Y | -72.3% | +47.3% | -119.6% | -62.0% |
| 5Y | -76.9% | +47.7% | -124.6% | -64.6% |
| 10Y | -99.0% | +224.7% | -323.7% | -97.0% |
| All | -100.0% | +729.2% | -829.1% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling