-99.1%
QID vs RRC
+6.5%
-105.6%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.0% | +2.4% |
| 7D | +2.7% | -1.2% | +3.9% | +2.5% |
| 30D | +3.3% | +3.0% | +0.4% | +3.9% |
| 3M | -5.5% | +7.3% | -12.8% | -4.3% |
| 6M | -28.4% | +3.6% | -32.0% | -27.9% |
| YTD | -26.6% | +19.4% | -45.9% | -23.7% |
| 1Y | -34.1% | +21.4% | -55.5% | -31.0% |
| 3Y | -73.7% | +32.8% | -106.4% | -70.8% |
| 5Y | -80.7% | +152.0% | -232.6% | -74.0% |
| All | -99.1% | +6.5% | -105.6% | -98.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling