-99.1%
QID vs RL
+337.1%
-436.1%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +2.0% |
| 7D | -7.1% | +2.6% | -9.7% | -5.6% |
| 30D | +12.6% | +2.9% | +9.7% | +15.4% |
| 3M | +14.2% | 0.0% | +14.2% | +15.5% |
| 6M | +6.2% | +17.1% | -10.9% | +18.3% |
| YTD | -21.8% | +10.1% | -31.9% | -14.1% |
| 1Y | -23.1% | +17.3% | -40.4% | -12.3% |
| 3Y | -71.3% | +249.3% | -320.7% | -34.2% |
| 5Y | -77.0% | +240.9% | -317.9% | -38.2% |
| All | -99.1% | +337.1% | -436.1% | -96.9% |
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