-22.0%
QID vs RRC
+44.7%
-66.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.5% | +1.7% | -1.3% |
| 7D | +9.8% | -6.8% | +16.6% | +10.8% |
| 30D | +18.9% | +34.7% | -15.8% | +11.6% |
| 3M | +9.6% | +31.5% | -21.9% | +3.2% |
| 6M | -7.8% | +21.8% | -29.6% | -12.6% |
| YTD | -23.3% | +48.9% | -72.2% | -26.8% |
| 1Y | -22.0% | +42.1% | -64.1% | -26.0% |
| All | -22.0% | +44.7% | -66.7% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 1y: compounded portfolio wealth divided by compounded RRC 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…
1y analysis · Full analysis span regression · 6 months rolling