+16.9%
QQQI vs RMBS
+11.7%
+5.2%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.6% |
| 7D | -0.3% | +1.8% | -2.1% | -0.6% |
| 30D | -0.3% | -13.9% | +13.6% | +1.6% |
| 3M | +1.3% | -39.8% | +41.1% | +7.2% |
| 6M | +11.5% | -6.0% | +17.5% | +10.4% |
| YTD | +11.3% | -5.4% | +16.6% | +8.9% |
| 1Y | +16.9% | -1.8% | +18.7% | +13.7% |
| All | +16.9% | +11.7% | +5.2% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 1y: compounded portfolio wealth divided by compounded RMBS 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…
1y analysis · Full analysis span regression · 6 months rolling