-97.7%
QID vs REPL
-9.7%
-88.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +0.3% |
| 7D | -1.9% | -9.6% | +7.6% | -2.7% |
| 30D | +1.7% | +5.7% | -4.0% | +2.3% |
| 3M | -3.9% | +56.4% | -60.3% | +3.2% |
| 6M | -30.0% | +67.4% | -97.4% | -18.6% |
| YTD | -28.2% | +48.7% | -76.9% | -17.1% |
| 1Y | -35.6% | +148.3% | -183.9% | -17.6% |
| 3Y | -74.3% | -26.7% | -47.6% | -66.4% |
| 5Y | -80.8% | -54.1% | -26.7% | -74.2% |
| All | -97.7% | -9.7% | -88.0% | -94.7% |
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