+280.0%
RTX vs QID
-99.1%
+379.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.3% | -2.0% | +0.9% |
| 7D | -2.0% | +2.7% | -4.7% | -1.3% |
| 30D | -11.2% | +3.3% | -14.5% | -10.4% |
| 3M | +12.0% | -5.5% | +17.6% | +10.8% |
| 6M | -3.6% | -28.4% | +24.8% | -10.9% |
| YTD | +9.2% | -26.6% | +35.8% | +1.8% |
| 1Y | +29.7% | -34.1% | +63.8% | +18.0% |
| 3Y | +152.0% | -73.7% | +225.6% | +85.6% |
| 5Y | +165.8% | -80.7% | +246.4% | +97.4% |
| All | +280.0% | -99.1% | +379.2% | +26.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling