+50.8%
RMBS vs QID
-73.3%
+124.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.3% | -4.9% | -0.1% |
| 7D | +1.2% | +2.7% | -1.5% | +4.3% |
| 30D | -11.5% | +3.3% | -14.8% | -7.6% |
| 3M | -38.2% | -5.5% | -32.7% | -37.8% |
| 6M | -4.8% | -28.4% | +23.6% | -22.8% |
| YTD | -7.1% | -26.6% | +19.4% | -21.0% |
| 1Y | +10.7% | -34.1% | +44.8% | -11.3% |
| All | +50.8% | -73.3% | +124.1% | -31.6% |
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