-80.8%
QID vs REPL
-53.9%
-26.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.2% |
| 7D | -2.7% | -5.7% | +3.0% | -3.0% |
| 30D | +1.8% | +22.5% | -20.7% | +2.9% |
| 3M | -2.2% | +64.7% | -66.8% | +2.4% |
| 6M | -32.1% | +83.0% | -115.2% | -25.1% |
| YTD | -28.6% | +52.0% | -80.5% | -21.9% |
| 1Y | -36.3% | +144.5% | -180.9% | -25.9% |
| 3Y | -74.4% | -25.1% | -49.3% | -72.0% |
| 5Y | -80.8% | -52.9% | -27.9% | -77.1% |
| All | -80.8% | -53.9% | -26.9% | -77.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling