-71.3%
QID vs RUN
-7.3%
-64.0%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.3% | +2.7% |
| 7D | -7.1% | -13.5% | +6.4% | -8.5% |
| 30D | +12.6% | +18.3% | -5.7% | +15.0% |
| 3M | +14.2% | -12.5% | +26.7% | +13.2% |
| 6M | +6.2% | -40.3% | +46.5% | +2.1% |
| YTD | -21.8% | -53.1% | +31.3% | -24.9% |
| 1Y | -23.1% | -54.3% | +31.1% | -26.2% |
| 3Y | -71.3% | -6.5% | -64.8% | -66.4% |
| All | -71.3% | -7.3% | -64.0% | -66.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling