+31.3%
RMBS vs QID
-71.4%
+102.7%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.6% | -5.8% | -0.3% |
| 7D | +10.3% | -7.1% | +17.5% | +2.6% |
| 30D | -10.7% | +12.6% | -23.4% | +7.0% |
| 3M | -17.2% | +14.2% | -31.5% | +3.3% |
| 6M | -39.0% | +6.2% | -45.2% | -23.1% |
| YTD | -10.5% | -21.8% | +11.3% | -12.6% |
| 1Y | -11.0% | -23.1% | +12.2% | -13.2% |
| 3Y | +31.3% | -71.3% | +102.7% | -38.7% |
| All | +31.3% | -71.4% | +102.7% | -38.7% |
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