-99.3%
QID vs RUN
-31.9%
-67.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | -0.4% |
| 7D | -0.6% | +1.3% | -1.9% | -0.3% |
| 30D | 0.0% | -15.3% | +15.3% | -3.0% |
| 3M | +3.7% | -40.0% | +43.7% | -5.1% |
| 6M | -29.9% | -27.0% | -2.9% | -32.0% |
| YTD | -28.8% | -51.7% | +22.9% | -35.1% |
| 1Y | -37.2% | -45.9% | +8.7% | -40.0% |
| 3Y | -73.7% | -43.8% | -29.9% | -67.9% |
| 5Y | -80.7% | -80.5% | -0.3% | -77.2% |
| 10Y | -99.1% | +45.3% | -144.4% | -97.9% |
| All | -99.3% | -31.9% | -67.4% | -98.4% |
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 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