-23.1%
QID vs RL
+15.3%
-38.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +2.1% |
| 7D | -7.1% | +2.6% | -9.7% | -5.9% |
| 30D | +12.6% | +2.9% | +9.7% | +14.3% |
| 3M | +14.2% | 0.0% | +14.2% | +14.8% |
| 6M | +6.2% | +17.1% | -10.9% | +14.4% |
| YTD | -21.8% | +10.1% | -31.9% | -15.3% |
| 1Y | -23.1% | +17.3% | -40.4% | -14.5% |
| All | -23.1% | +15.3% | -38.4% | -14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling