-100.0%
QID vs RGEN
+6,421.4%
-6,521.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.8% |
| 7D | -0.6% | -4.9% | +4.3% | -2.3% |
| 30D | 0.0% | +5.7% | -5.7% | +2.3% |
| 3M | +3.7% | +32.4% | -28.7% | +16.0% |
| 6M | -29.9% | +33.2% | -63.0% | -20.2% |
| YTD | -28.8% | +2.3% | -31.1% | -26.1% |
| 1Y | -37.2% | +39.0% | -76.2% | -26.1% |
| 3Y | -73.7% | -4.6% | -69.1% | -69.4% |
| 5Y | -80.7% | -42.7% | -38.1% | -77.6% |
| 10Y | -99.1% | +433.6% | -532.7% | -97.4% |
| All | -100.0% | +6,421.4% | -6,521.4% | -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