+591.8%
RIO vs QID
-100.0%
+691.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.2% |
| 7D | 0.0% | -0.6% | +0.6% | -0.3% |
| 30D | +4.0% | 0.0% | +4.0% | +4.1% |
| 3M | +0.1% | +3.7% | -3.6% | +3.9% |
| 6M | +12.7% | -29.9% | +42.6% | -2.8% |
| YTD | +35.6% | -28.8% | +64.3% | +18.5% |
| 1Y | +73.7% | -37.2% | +110.9% | +43.6% |
| 3Y | +93.3% | -73.7% | +167.0% | +10.1% |
| 5Y | +92.4% | -80.7% | +173.2% | +6.9% |
| 10Y | +606.9% | -99.1% | +706.1% | -27.7% |
| All | +591.8% | -100.0% | +691.7% | -89.3% |
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