+331.9%
RCL vs QID
-99.0%
+431.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | +1.8% |
| 7D | -1.2% | -7.1% | +6.0% | -4.9% |
| 30D | +17.8% | +12.6% | +5.2% | +26.8% |
| 3M | +4.9% | +14.2% | -9.3% | +14.3% |
| 6M | +23.7% | +6.2% | +17.5% | +32.1% |
| YTD | +17.8% | -21.8% | +39.6% | +8.8% |
| 1Y | +28.9% | -23.1% | +52.1% | +18.1% |
| 3Y | +241.9% | -71.3% | +313.2% | +110.3% |
| 5Y | +295.4% | -77.0% | +372.4% | +173.5% |
| All | +331.9% | -99.0% | +431.0% | -16.8% |
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