-80.7%
QID vs RNG
-70.1%
-10.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.9% | +3.2% | +2.0% |
| 7D | +2.7% | -9.6% | +12.3% | -0.6% |
| 30D | +3.3% | +8.8% | -5.5% | +6.7% |
| 3M | -5.5% | +78.6% | -84.2% | +16.4% |
| 6M | -28.4% | +70.3% | -98.7% | -11.7% |
| YTD | -26.6% | +140.3% | -166.9% | +6.1% |
| 1Y | -34.1% | +126.6% | -160.7% | -5.9% |
| 3Y | -73.7% | +120.2% | -193.9% | -57.3% |
| 5Y | -80.7% | -68.3% | -12.4% | -78.6% |
| All | -80.7% | -70.1% | -10.6% | -78.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling