+627.4%
RSP vs QID
-100.0%
+727.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.6% |
| 7D | -0.8% | -0.6% | -0.1% | -1.0% |
| 30D | -0.3% | 0.0% | -0.3% | -0.2% |
| 3M | +4.3% | +3.7% | +0.6% | +7.0% |
| 6M | +8.8% | -29.9% | +38.7% | -3.8% |
| YTD | +15.3% | -28.8% | +44.0% | +2.8% |
| 1Y | +18.3% | -37.2% | +55.5% | +1.0% |
| 3Y | +52.8% | -73.7% | +126.5% | -1.0% |
| 5Y | +51.7% | -80.7% | +132.5% | -0.4% |
| 10Y | +208.5% | -99.1% | +307.6% | -35.0% |
| All | +627.4% | -100.0% | +727.4% | -56.5% |
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