-22.0%
QID vs RGEN
+19.5%
-41.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +9.8% | -3.5% | +13.3% | +9.0% |
| 30D | +18.9% | -6.0% | +24.9% | +17.7% |
| 3M | +9.6% | +19.0% | -9.4% | +15.0% |
| 6M | -7.8% | +50.7% | -58.6% | +4.6% |
| YTD | -23.3% | +8.8% | -32.1% | -22.3% |
| 1Y | -22.0% | +21.3% | -43.3% | -16.6% |
| All | -22.0% | +19.5% | -41.6% | -16.6% |
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