-100.0%
QID vs RVTY
+612.1%
-712.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | 0.0% | -0.6% |
| 7D | -0.6% | +1.1% | -1.7% | +0.3% |
| 30D | 0.0% | +13.2% | -13.2% | +10.6% |
| 3M | +3.7% | +27.2% | -23.5% | +26.8% |
| 6M | -29.9% | +32.4% | -62.3% | -9.8% |
| YTD | -28.8% | +34.9% | -63.6% | -6.0% |
| 1Y | -37.2% | +52.4% | -89.5% | -7.1% |
| 3Y | -73.7% | +12.3% | -86.0% | -66.5% |
| 5Y | -80.7% | -30.8% | -49.9% | -80.6% |
| 10Y | -99.1% | +150.7% | -249.8% | -96.2% |
| All | -100.0% | +612.1% | -712.1% | -99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling