+134.2%
RBRK vs QID
-68.0%
+202.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.8% | -3.8% |
| 7D | -7.5% | +1.3% | -8.8% | -6.7% |
| 30D | -10.4% | +2.9% | -13.4% | -8.0% |
| 3M | +21.3% | -0.7% | +22.0% | +23.1% |
| 6M | +50.6% | -29.7% | +80.3% | +21.1% |
| YTD | +13.3% | -27.9% | +41.2% | -6.1% |
| 1Y | +11.2% | -34.6% | +45.8% | -12.2% |
| All | +134.2% | -68.0% | +202.2% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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