-100.0%
QID vs RGEN
+6,379.4%
-6,479.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.5% | +4.1% | -0.8% |
| 7D | -11.8% | -1.2% | -10.6% | -12.0% |
| 30D | +14.2% | -5.1% | +19.3% | +13.0% |
| 3M | +8.8% | +0.5% | +8.3% | +10.6% |
| 6M | +1.5% | +46.6% | -45.1% | +19.6% |
| YTD | -23.8% | +1.6% | -25.4% | -20.1% |
| 1Y | -22.0% | +5.4% | -27.4% | -16.8% |
| 3Y | -71.9% | +12.8% | -84.7% | -65.2% |
| 5Y | -77.6% | -35.6% | -42.0% | -72.7% |
| 10Y | -99.1% | +415.7% | -514.8% | -97.2% |
| All | -100.0% | +6,379.4% | -6,479.4% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling