-80.8%
QID vs RRC
+154.4%
-235.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.4% |
| 7D | -1.9% | -1.7% | -0.2% | -2.4% |
| 30D | +1.7% | +3.6% | -1.9% | +2.7% |
| 3M | -3.9% | +8.8% | -12.7% | -1.8% |
| 6M | -30.0% | +0.8% | -30.8% | -30.0% |
| YTD | -28.2% | +19.0% | -47.2% | -24.2% |
| 1Y | -35.6% | +22.9% | -58.6% | -30.8% |
| 3Y | -74.3% | +32.3% | -106.6% | -70.1% |
| 5Y | -80.8% | +151.6% | -232.4% | -72.5% |
| All | -80.8% | +154.4% | -235.2% | -72.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling