-100.0%
QID vs RRC
+124.4%
-224.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.8% |
| 7D | -7.1% | +6.4% | -13.5% | -5.4% |
| 30D | +12.6% | +23.9% | -11.2% | +20.8% |
| 3M | +14.2% | +30.2% | -15.9% | +24.5% |
| 6M | +6.2% | +26.3% | -20.1% | +14.5% |
| YTD | -21.8% | +48.1% | -69.9% | -11.3% |
| 1Y | -23.1% | +37.7% | -60.8% | -14.6% |
| 3Y | -71.3% | +60.3% | -131.6% | -64.5% |
| 5Y | -77.0% | +135.3% | -212.3% | -64.1% |
| 10Y | -99.0% | +73.3% | -172.4% | -98.3% |
| All | -100.0% | +124.4% | -224.3% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling