+636.4%
RSP vs QID
-100.0%
+736.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | +0.5% |
| 7D | +0.7% | +1.8% | -1.0% | +1.9% |
| 30D | +3.7% | +21.6% | -17.9% | +12.7% |
| 3M | +0.7% | +12.6% | -12.0% | +6.5% |
| 6M | +9.0% | +6.9% | +2.1% | +14.2% |
| YTD | +16.7% | -20.5% | +37.2% | +9.6% |
| 1Y | +19.0% | -18.1% | +37.0% | +13.4% |
| 3Y | +64.7% | -70.7% | +135.4% | +11.7% |
| 5Y | +49.6% | -77.2% | +126.8% | +5.6% |
| 10Y | +213.2% | -99.0% | +312.2% | -31.0% |
| All | +636.4% | -100.0% | +736.4% | -53.6% |
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