+646.2%
RQI vs SPY
+965.3%
-319.1%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.7% |
| 7D | -1.2% | -0.4% | -0.8% | -0.8% |
| 30D | -3.0% | -1.4% | -1.6% | -1.6% |
| 3M | -4.6% | +3.7% | -8.3% | -8.7% |
| 6M | -2.5% | +13.0% | -15.5% | -15.3% |
| YTD | +10.9% | +12.4% | -1.5% | -3.2% |
| 1Y | +4.6% | +18.5% | -14.0% | -14.2% |
| 3Y | +38.7% | +77.6% | -38.9% | -29.0% |
| 5Y | +11.0% | +81.7% | -70.7% | -44.8% |
| 10Y | +102.1% | +319.7% | -217.5% | -61.6% |
| All | +646.2% | +965.3% | -319.1% | -44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 all: compounded portfolio wealth divided by compounded SPY 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…
all analysis · Full analysis span regression · 6 months rolling