-100.0%
QID vs RL
+972.0%
-1,072.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.5% |
| 7D | +1.8% | +1.3% | +0.4% | +3.5% |
| 30D | +21.6% | +7.6% | +14.0% | +28.5% |
| 3M | +12.6% | -1.5% | +14.1% | +13.0% |
| 6M | +6.9% | +12.1% | -5.2% | +17.6% |
| YTD | -20.5% | +13.9% | -34.4% | -9.8% |
| 1Y | -18.1% | +20.7% | -38.7% | -3.3% |
| 3Y | -70.7% | +260.6% | -331.2% | -22.0% |
| 5Y | -77.2% | +248.9% | -326.1% | -28.5% |
| 10Y | -99.0% | +355.9% | -454.9% | -95.2% |
| All | -100.0% | +972.0% | -1,072.0% | -99.6% |
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