+342.5%
RCL vs QID
-99.1%
+441.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.5% |
| 7D | -2.2% | -1.9% | -0.3% | -3.2% |
| 30D | -15.7% | +1.7% | -17.4% | -14.8% |
| 3M | -8.0% | -3.9% | -4.1% | -8.5% |
| 6M | -10.1% | -30.0% | +19.9% | -23.3% |
| YTD | -5.9% | -28.2% | +22.3% | -18.0% |
| 1Y | -23.5% | -35.6% | +12.2% | -36.8% |
| 3Y | +174.4% | -74.3% | +248.7% | +59.3% |
| 5Y | +227.1% | -80.8% | +308.0% | +104.3% |
| 10Y | +342.5% | -99.2% | +441.7% | -11.7% |
| All | +342.5% | -99.1% | +441.7% | -11.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling