-97.6%
QID vs REPL
+36.1%
-133.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -6.4% | +1.8% | -5.1% |
| 7D | -1.1% | +5.3% | -6.4% | -0.6% |
| 30D | +14.4% | +66.6% | -52.2% | +19.8% |
| 3M | +6.7% | +59.6% | -52.9% | +11.5% |
| 6M | +2.6% | +482.4% | -479.8% | +27.7% |
| YTD | -24.2% | +124.1% | -148.3% | -8.9% |
| 1Y | -22.3% | +138.6% | -160.9% | -5.9% |
| 3Y | -72.0% | +96.0% | -168.1% | -56.6% |
| 5Y | -78.2% | -35.4% | -42.8% | -70.0% |
| All | -97.6% | +36.1% | -133.7% | -94.2% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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