-99.2%
QID vs RUN
-33.9%
-65.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.3% | +2.9% |
| 7D | -7.1% | -13.5% | +6.4% | -9.8% |
| 30D | +12.6% | +18.3% | -5.7% | +17.1% |
| 3M | +14.2% | -12.5% | +26.7% | +12.1% |
| 6M | +6.2% | -40.3% | +46.5% | -2.0% |
| YTD | -21.8% | -53.1% | +31.3% | -28.7% |
| 1Y | -23.1% | -54.3% | +31.1% | -29.9% |
| 3Y | -71.3% | -6.5% | -64.8% | -60.0% |
| 5Y | -77.0% | -85.3% | +8.3% | -74.6% |
| 10Y | -99.0% | +68.9% | -167.9% | -97.6% |
| All | -99.2% | -33.9% | -65.3% | -98.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling