-99.1%
QID vs RUN
+42.2%
-141.3%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -2.0% |
| 7D | +1.3% | -3.7% | +5.0% | +0.4% |
| 30D | +2.9% | -13.0% | +16.0% | 0.0% |
| 3M | -0.7% | -31.8% | +31.1% | -7.6% |
| 6M | -29.7% | -32.2% | +2.5% | -33.2% |
| YTD | -27.9% | -53.5% | +25.6% | -35.3% |
| 1Y | -34.6% | -46.5% | +12.0% | -38.0% |
| 3Y | -73.5% | -37.6% | -35.9% | -66.2% |
| 5Y | -81.0% | -80.9% | -0.2% | -77.7% |
| All | -99.1% | +42.2% | -141.3% | -97.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling