+558.9%
RMBS vs QID
-99.2%
+658.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +0.8% |
| 7D | +1.8% | +1.3% | +0.5% | +2.7% |
| 30D | -13.9% | +2.9% | -16.8% | -11.9% |
| 3M | -39.8% | -0.7% | -39.1% | -37.3% |
| 6M | -6.0% | -29.7% | +23.7% | -16.7% |
| YTD | -5.4% | -27.9% | +22.5% | -13.5% |
| 1Y | -1.8% | -34.6% | +32.8% | -12.5% |
| 3Y | +53.7% | -73.5% | +127.2% | +4.9% |
| 5Y | +268.5% | -81.0% | +349.5% | +163.8% |
| All | +558.9% | -99.2% | +658.0% | +45.3% |
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 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