-92.2%
RIG vs QID
-100.0%
+7.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.4% |
| 7D | -2.7% | -2.7% | 0.0% | -4.1% |
| 30D | +9.5% | +1.8% | +7.7% | +10.5% |
| 3M | -6.6% | -2.2% | -4.5% | -7.1% |
| 6M | -2.9% | -32.1% | +29.3% | -19.6% |
| YTD | +39.5% | -28.6% | +68.0% | +19.4% |
| 1Y | +82.3% | -36.3% | +118.6% | +49.1% |
| 3Y | -29.6% | -74.4% | +44.8% | -59.3% |
| 5Y | +63.2% | -80.8% | +143.9% | -2.5% |
| 10Y | -45.0% | -99.1% | +54.1% | -90.5% |
| All | -92.2% | -100.0% | +7.8% | -99.7% |
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 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