-100.0%
QID vs RY
+978.0%
-1,078.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -1.1% |
| 7D | -0.6% | +3.1% | -3.7% | +2.8% |
| 30D | 0.0% | -0.3% | +0.3% | -0.2% |
| 3M | +3.7% | +8.7% | -4.9% | +14.3% |
| 6M | -29.9% | +28.5% | -58.4% | -6.3% |
| YTD | -28.8% | +25.1% | -53.9% | -7.1% |
| 1Y | -37.2% | +46.3% | -83.5% | -2.4% |
| 3Y | -73.7% | +154.9% | -228.7% | -19.9% |
| 5Y | -80.7% | +140.3% | -221.0% | -37.8% |
| 10Y | -99.1% | +377.0% | -476.2% | -92.4% |
| All | -100.0% | +978.0% | -1,078.0% | -99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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