-81.0%
QID vs RRX
+17.8%
-98.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.7% | -5.5% | +0.4% |
| 7D | +1.3% | -0.3% | +1.6% | +1.2% |
| 30D | +2.9% | -6.1% | +9.1% | -0.5% |
| 3M | -0.7% | -23.1% | +22.3% | -12.0% |
| 6M | -29.7% | -19.5% | -10.1% | -33.6% |
| YTD | -27.9% | +16.1% | -43.9% | -13.1% |
| 1Y | -34.6% | +12.9% | -47.5% | -21.3% |
| 3Y | -73.5% | +7.9% | -81.5% | -64.4% |
| All | -81.0% | +17.8% | -98.9% | -66.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling