-77.0%
QID vs RUN
-85.3%
+8.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.3% | +2.8% |
| 7D | -7.1% | -13.5% | +6.4% | -9.4% |
| 30D | +12.6% | +18.3% | -5.7% | +16.6% |
| 3M | +14.2% | -12.5% | +26.7% | +12.4% |
| 6M | +6.2% | -40.3% | +46.5% | -1.0% |
| YTD | -21.8% | -53.1% | +31.3% | -27.7% |
| 1Y | -23.1% | -54.3% | +31.1% | -28.9% |
| 3Y | -71.3% | -6.5% | -64.8% | -59.3% |
| All | -77.0% | -85.3% | +8.3% | -76.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling