-22.0%
QID vs RUN
-53.7%
+31.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -1.6% |
| 7D | +9.8% | +18.5% | -8.7% | +13.5% |
| 30D | +18.9% | +15.5% | +3.4% | +22.5% |
| 3M | +9.6% | -20.3% | +29.9% | +5.6% |
| 6M | -7.8% | -30.8% | +23.0% | -12.1% |
| YTD | -23.3% | -52.2% | +28.9% | -27.2% |
| 1Y | -22.0% | -53.9% | +31.9% | -25.6% |
| All | -22.0% | -53.7% | +31.7% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 1y: compounded portfolio wealth divided by compounded RUN 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…
1y analysis · Full analysis span regression · 6 months rolling