-99.1%
QID vs RVTY
+145.6%
-244.8%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.8% | -4.6% | +0.3% |
| 7D | +1.3% | -4.5% | +5.8% | -2.1% |
| 30D | +2.9% | +5.5% | -2.5% | +7.5% |
| 3M | -0.7% | +22.5% | -23.2% | +16.8% |
| 6M | -29.7% | +38.9% | -68.6% | -6.6% |
| YTD | -27.9% | +28.7% | -56.6% | -8.7% |
| 1Y | -34.6% | +45.5% | -80.1% | -7.2% |
| 3Y | -73.5% | +16.4% | -89.9% | -65.4% |
| 5Y | -81.0% | -32.7% | -48.3% | -82.3% |
| All | -99.1% | +145.6% | -244.8% | -96.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 10y: compounded portfolio wealth divided by compounded RVTY 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…
10y analysis · Full analysis span regression · 6 months rolling