-34.6%
QID vs RUN
-47.1%
+12.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -2.0% |
| 7D | +1.3% | -3.7% | +5.0% | +0.5% |
| 30D | +2.9% | -13.0% | +16.0% | +0.2% |
| 3M | -0.7% | -31.8% | +31.1% | -6.8% |
| 6M | -29.7% | -32.2% | +2.5% | -33.1% |
| YTD | -27.9% | -53.5% | +25.6% | -32.9% |
| 1Y | -34.6% | -46.5% | +12.0% | -37.1% |
| All | -34.6% | -47.1% | +12.5% | -37.1% |
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