+1,195.2%
RSG vs QID
-100.0%
+1,295.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.4% |
| 7D | -0.7% | -2.7% | +2.0% | -1.4% |
| 30D | +3.3% | +1.8% | +1.5% | +3.8% |
| 3M | +8.5% | -2.2% | +10.6% | +8.0% |
| 6M | -3.5% | -32.1% | +28.6% | -12.4% |
| YTD | +5.5% | -28.6% | +34.1% | -2.8% |
| 1Y | -1.7% | -36.3% | +34.6% | -12.0% |
| 3Y | +56.9% | -74.4% | +131.3% | +14.4% |
| 5Y | +89.4% | -80.8% | +170.2% | +38.8% |
| 10Y | +412.5% | -99.1% | +511.6% | +66.2% |
| All | +1,195.2% | -100.0% | +1,295.1% | +57.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling