+95.9%
RIO vs QID
-73.9%
+169.8%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | +0.1% |
| 7D | +1.0% | -1.9% | +2.9% | +0.4% |
| 30D | +4.0% | +1.7% | +2.3% | +4.6% |
| 3M | +4.5% | -3.9% | +8.4% | +4.4% |
| 6M | +17.3% | -30.0% | +47.3% | +9.0% |
| YTD | +36.2% | -28.2% | +64.4% | +27.7% |
| 1Y | +76.1% | -35.6% | +111.8% | +61.9% |
| All | +95.9% | -73.9% | +169.8% | +48.4% |
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