-77.6%
QID vs RGEN
-37.9%
-39.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.5% | +4.1% | -0.9% |
| 7D | -11.8% | -1.2% | -10.6% | -12.1% |
| 30D | +14.2% | -5.1% | +19.3% | +12.8% |
| 3M | +8.8% | +0.5% | +8.3% | +10.8% |
| 6M | +1.5% | +46.6% | -45.1% | +22.4% |
| YTD | -23.8% | +1.6% | -25.4% | -20.1% |
| 1Y | -22.0% | +5.4% | -27.4% | -16.4% |
| 3Y | -71.9% | +12.8% | -84.7% | -64.2% |
| 5Y | -77.6% | -35.6% | -42.0% | -70.0% |
| All | -77.6% | -37.9% | -39.7% | -70.0% |
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