-39.0%
RMBS vs QID
+4.9%
-43.9%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.6% | -5.8% | +0.1% |
| 7D | +10.3% | -7.1% | +17.5% | +1.3% |
| 30D | -10.7% | +12.6% | -23.4% | +9.9% |
| 3M | -17.2% | +14.2% | -31.5% | +6.8% |
| 6M | -39.0% | +6.2% | -45.2% | -20.7% |
| All | -39.0% | +4.9% | -43.9% | -20.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling