-73.5%
QID vs RRX
+5.4%
-78.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.7% | -5.5% | -0.1% |
| 7D | +1.3% | -0.3% | +1.6% | +1.2% |
| 30D | +2.9% | -6.1% | +9.1% | +0.2% |
| 3M | -0.7% | -23.1% | +22.3% | -9.4% |
| 6M | -29.7% | -19.5% | -10.1% | -32.4% |
| YTD | -27.9% | +16.1% | -43.9% | -16.8% |
| 1Y | -34.6% | +12.9% | -47.5% | -24.4% |
| 3Y | -73.5% | +7.9% | -81.5% | -68.8% |
| All | -73.5% | +5.4% | -78.9% | -68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 3y: compounded portfolio wealth divided by compounded RRX 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…
3y analysis · Full analysis span regression · 6 months rolling