-34.1%
QID vs RGEN
+39.1%
-73.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.5% | +2.3% |
| 7D | +2.7% | -2.9% | +5.7% | +2.1% |
| 30D | +3.3% | -0.1% | +3.4% | +3.4% |
| 3M | -5.5% | +25.9% | -31.5% | +0.2% |
| 6M | -28.4% | +35.2% | -63.6% | -20.9% |
| YTD | -26.6% | +0.5% | -27.1% | -25.1% |
| 1Y | -34.1% | +37.0% | -71.1% | -29.4% |
| All | -34.1% | +39.1% | -73.2% | -29.4% |
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