-42.2%
RIG vs QID
-99.2%
+57.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | 0.0% | -2.6% |
| 7D | -3.1% | +1.3% | -4.3% | -2.5% |
| 30D | -0.5% | +2.9% | -3.5% | +0.9% |
| 3M | -6.0% | -0.7% | -5.3% | -5.8% |
| 6M | -10.1% | -29.7% | +19.5% | -23.9% |
| YTD | +37.3% | -27.9% | +65.2% | +18.6% |
| 1Y | +73.9% | -34.6% | +108.5% | +44.9% |
| 3Y | -30.2% | -73.5% | +43.4% | -58.6% |
| 5Y | +62.5% | -81.0% | +143.5% | -2.1% |
| All | -42.2% | -99.2% | +57.0% | -87.8% |
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