+271.4%
RMBS vs QID
-80.6%
+352.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +1.3% |
| 7D | +3.5% | -1.9% | +5.4% | +1.9% |
| 30D | -8.6% | +1.7% | -10.3% | -6.9% |
| 3M | -40.3% | -3.9% | -36.4% | -38.8% |
| 6M | -1.0% | -30.0% | +29.0% | -15.0% |
| YTD | -4.6% | -28.2% | +23.6% | -15.1% |
| 1Y | +17.6% | -35.6% | +53.2% | +0.7% |
| 3Y | +58.6% | -74.3% | +132.9% | -0.1% |
| All | +271.4% | -80.6% | +352.0% | +156.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling