-99.2%
QID vs RL
+297.6%
-396.8%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.8% | -1.3% |
| 7D | -1.9% | -0.3% | -1.7% | -2.0% |
| 30D | +1.7% | -17.5% | +19.2% | -8.0% |
| 3M | -3.9% | -14.0% | +10.1% | -10.4% |
| 6M | -30.0% | -2.0% | -28.0% | -28.9% |
| YTD | -28.2% | -4.6% | -23.6% | -27.7% |
| 1Y | -35.6% | +9.5% | -45.2% | -29.5% |
| 3Y | -74.3% | +200.5% | -274.8% | -46.1% |
| 5Y | -80.8% | +226.3% | -307.1% | -50.8% |
| 10Y | -99.2% | +304.8% | -403.9% | -97.3% |
| All | -99.2% | +297.6% | -396.8% | -97.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling