-37.2%
QID vs RGEN
+45.2%
-82.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.6% |
| 7D | -0.6% | -4.9% | +4.3% | -1.6% |
| 30D | 0.0% | +5.7% | -5.7% | +1.3% |
| 3M | +3.7% | +32.4% | -28.7% | +11.5% |
| 6M | -29.9% | +33.2% | -63.0% | -23.0% |
| YTD | -28.8% | +2.3% | -31.1% | -26.9% |
| 1Y | -37.2% | +39.0% | -76.2% | -33.3% |
| All | -37.2% | +45.2% | -82.4% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 1y: compounded portfolio wealth divided by compounded RGEN 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…
1y analysis · Full analysis span regression · 6 months rolling