+51.2%
RIO vs QID
-71.4%
+122.6%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | +0.3% |
| 7D | -0.9% | -7.1% | +6.2% | -2.8% |
| 30D | -9.1% | +12.6% | -21.7% | -5.4% |
| 3M | -13.7% | +14.2% | -27.9% | -9.6% |
| 6M | -24.3% | +6.2% | -30.5% | -21.3% |
| YTD | +8.9% | -21.8% | +30.7% | +5.5% |
| 1Y | +22.7% | -23.1% | +45.8% | +18.6% |
| 3Y | +51.2% | -71.3% | +122.5% | +14.2% |
| All | +51.2% | -71.4% | +122.6% | +14.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling