-100.0%
QID vs RL
+839.5%
-939.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | +0.9% |
| 7D | -0.6% | -0.8% | +0.2% | -1.0% |
| 30D | 0.0% | -7.8% | +7.8% | -4.8% |
| 3M | +3.7% | -4.0% | +7.7% | +2.2% |
| 6M | -29.9% | -1.9% | -28.0% | -28.6% |
| YTD | -28.8% | -0.2% | -28.6% | -26.4% |
| 1Y | -37.2% | +10.7% | -47.8% | -30.0% |
| 3Y | -73.7% | +210.8% | -284.5% | -36.7% |
| 5Y | -80.7% | +238.2% | -319.0% | -41.1% |
| 10Y | -99.1% | +313.4% | -412.5% | -95.9% |
| All | -100.0% | +839.5% | -939.5% | -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