-71.3%
QID vs REPL
+97.7%
-169.1%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.6% |
| 7D | -7.1% | +1.2% | -8.4% | -7.1% |
| 30D | +12.6% | +92.2% | -79.5% | +14.4% |
| 3M | +14.2% | +44.1% | -29.9% | +15.4% |
| 6M | +6.2% | +313.0% | -306.8% | +11.2% |
| YTD | -21.8% | +125.2% | -147.0% | -17.8% |
| 1Y | -23.1% | +143.8% | -166.9% | -19.0% |
| 3Y | -71.3% | +104.2% | -175.5% | -67.7% |
| All | -71.3% | +97.7% | -169.1% | -67.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling