-27.0%
RKT vs QID
-91.6%
+64.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.3% | -4.1% | -0.7% |
| 7D | -7.2% | +2.7% | -10.0% | -6.0% |
| 30D | -7.9% | +3.3% | -11.2% | -6.1% |
| 3M | +5.2% | -5.5% | +10.7% | +4.5% |
| 6M | -14.9% | -28.4% | +13.5% | -24.3% |
| YTD | -31.9% | -26.6% | -5.3% | -38.1% |
| 1Y | -36.9% | -34.1% | -2.8% | -44.9% |
| 3Y | +35.7% | -73.7% | +109.4% | -17.2% |
| 5Y | -9.7% | -80.7% | +71.0% | -43.2% |
| All | -27.0% | -91.6% | +64.6% | -68.2% |
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 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