-81.1%
QID vs RGEN
-44.1%
-37.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | -0.4% |
| 7D | -1.9% | -4.6% | +2.6% | -3.8% |
| 30D | +1.7% | +1.2% | +0.6% | +2.4% |
| 3M | -3.9% | +26.8% | -30.7% | +6.8% |
| 6M | -30.0% | +29.1% | -59.0% | -20.3% |
| YTD | -28.2% | +0.7% | -28.9% | -26.0% |
| 1Y | -35.6% | +39.1% | -74.7% | -22.6% |
| 3Y | -74.3% | +2.2% | -76.5% | -69.1% |
| All | -81.1% | -44.1% | -37.0% | -76.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling