-97.7%
QID vs REPL
-6.0%
-91.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.3% | -0.5% |
| 7D | -0.6% | -3.0% | +2.3% | -0.9% |
| 30D | 0.0% | +27.1% | -27.1% | +2.2% |
| 3M | +3.7% | +52.4% | -48.7% | +11.1% |
| 6M | -29.9% | +107.4% | -137.3% | -16.5% |
| YTD | -28.8% | +54.7% | -83.5% | -17.4% |
| 1Y | -37.2% | +158.9% | -196.0% | -19.2% |
| 3Y | -73.7% | -23.7% | -50.0% | -65.6% |
| 5Y | -80.7% | -54.3% | -26.4% | -74.3% |
| All | -97.7% | -6.0% | -91.7% | -94.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling