-73.7%
QID vs RGEN
+2.1%
-75.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | -0.2% |
| 7D | -1.9% | -4.6% | +2.6% | -3.3% |
| 30D | +1.7% | +1.2% | +0.6% | +2.3% |
| 3M | -3.9% | +26.8% | -30.7% | +4.4% |
| 6M | -30.0% | +29.1% | -59.0% | -22.4% |
| YTD | -28.2% | +0.7% | -28.9% | -26.4% |
| 1Y | -35.6% | +39.1% | -74.7% | -25.5% |
| All | -73.7% | +2.1% | -75.8% | -71.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling