+19.6%
RSG vs QID
-21.1%
+40.6%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.9% | +1.5% |
| 7D | +5.1% | +9.8% | -4.6% | +3.0% |
| 30D | +15.3% | +18.9% | -3.6% | +11.2% |
| 3M | +18.6% | +9.6% | +9.0% | +16.0% |
| 6M | +19.5% | -7.8% | +27.4% | +19.5% |
| YTD | +17.2% | -23.3% | +40.5% | +19.2% |
| 1Y | +19.6% | -22.0% | +41.6% | +21.2% |
| All | +19.6% | -21.1% | +40.6% | +21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling