-99.7%
QID vs RNG
+309.1%
-408.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.4% | +4.6% | -1.3% |
| 7D | -2.7% | -0.8% | -1.9% | -2.9% |
| 30D | +1.8% | +11.4% | -9.6% | +6.3% |
| 3M | -2.2% | +72.1% | -74.2% | +21.3% |
| 6M | -32.1% | +67.9% | -100.1% | -15.1% |
| YTD | -28.6% | +144.3% | -172.9% | +6.5% |
| 1Y | -36.3% | +117.5% | -153.9% | -8.4% |
| 3Y | -74.4% | +123.9% | -198.3% | -57.3% |
| 5Y | -80.8% | -70.1% | -10.7% | -80.5% |
| 10Y | -99.1% | +215.9% | -315.0% | -97.1% |
| All | -99.7% | +309.1% | -408.8% | -98.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling