-100.0%
QID vs RL
+910.2%
-1,010.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.2% | -3.4% |
| 7D | +9.4% | -4.2% | +13.6% | +7.3% |
| 30D | +31.2% | +4.3% | +27.0% | +35.6% |
| 3M | +17.4% | -4.6% | +22.0% | +15.2% |
| 6M | +8.4% | +1.7% | +6.7% | +12.1% |
| YTD | -15.8% | +7.3% | -23.1% | -8.1% |
| 1Y | -16.3% | +20.8% | -37.1% | -1.3% |
| 3Y | -70.4% | +247.0% | -317.4% | -23.3% |
| 5Y | -74.8% | +225.5% | -300.2% | -24.2% |
| 10Y | -99.0% | +363.0% | -462.0% | -95.0% |
| All | -100.0% | +910.2% | -1,010.2% | -99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling