+55.3%
RSG vs QID
-73.3%
+128.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.3% | -2.9% | -0.6% |
| 7D | -1.8% | +2.7% | -4.5% | -1.8% |
| 30D | +2.8% | +3.3% | -0.5% | +2.8% |
| 3M | +4.3% | -5.5% | +9.8% | +4.1% |
| 6M | -0.5% | -28.4% | +27.9% | -2.3% |
| YTD | +5.2% | -26.6% | +31.8% | +3.6% |
| 1Y | -2.1% | -34.1% | +32.0% | -4.6% |
| All | +55.3% | -73.3% | +128.6% | +40.3% |
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