-73.5%
QID vs RNG
+119.8%
-193.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.8% |
| 7D | +1.3% | -6.1% | +7.4% | -0.1% |
| 30D | +2.9% | +9.6% | -6.7% | +5.3% |
| 3M | -0.7% | +83.3% | -84.0% | +14.7% |
| 6M | -29.7% | +77.9% | -107.6% | -18.1% |
| YTD | -27.9% | +139.9% | -167.8% | -6.2% |
| 1Y | -34.6% | +121.7% | -156.2% | -16.3% |
| 3Y | -73.5% | +121.9% | -195.4% | -62.2% |
| All | -73.5% | +119.8% | -193.3% | -62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 3y: compounded portfolio wealth divided by compounded RNG 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…
3y analysis · Full analysis span regression · 6 months rolling