-100.0%
QID vs RGEN
+6,428.8%
-6,528.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.9% |
| 7D | -7.1% | -3.3% | -3.9% | -8.2% |
| 30D | +12.6% | -5.8% | +18.5% | +11.1% |
| 3M | +14.2% | +0.2% | +14.1% | +16.0% |
| 6M | +6.2% | +56.8% | -50.6% | +28.2% |
| YTD | -21.8% | +2.4% | -24.2% | -17.8% |
| 1Y | -23.1% | +11.4% | -34.6% | -16.3% |
| 3Y | -71.3% | +15.2% | -86.5% | -64.2% |
| 5Y | -77.0% | -35.1% | -41.9% | -71.9% |
| 10Y | -99.0% | +419.6% | -518.7% | -97.1% |
| All | -100.0% | +6,428.8% | -6,528.8% | -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