-100.0%
QID vs RRX
+398.6%
-498.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | -1.3% |
| 7D | -1.9% | -0.7% | -1.2% | -2.4% |
| 30D | +1.7% | -8.0% | +9.7% | -4.1% |
| 3M | -3.9% | -25.1% | +21.1% | -18.9% |
| 6M | -30.0% | -18.3% | -11.7% | -34.8% |
| YTD | -28.2% | +14.2% | -42.4% | -13.1% |
| 1Y | -35.6% | +13.0% | -48.7% | -21.2% |
| 3Y | -74.3% | +4.2% | -78.5% | -64.9% |
| 5Y | -80.8% | +17.9% | -98.7% | -64.6% |
| 10Y | -99.2% | +220.4% | -319.6% | -94.9% |
| All | -100.0% | +398.6% | -498.5% | -99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling