-74.4%
QID vs RVTY
+16.6%
-91.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | -0.7% |
| 7D | -2.7% | +0.4% | -3.1% | -2.6% |
| 30D | +1.8% | +10.8% | -9.0% | +6.4% |
| 3M | -2.2% | +26.8% | -28.9% | +8.7% |
| 6M | -32.1% | +39.3% | -71.5% | -20.1% |
| YTD | -28.6% | +31.6% | -60.2% | -17.2% |
| 1Y | -36.3% | +47.7% | -84.0% | -21.5% |
| 3Y | -74.4% | +19.9% | -94.3% | -69.4% |
| All | -74.4% | +16.6% | -91.0% | -69.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling