+267.4%
RTX vs QID
-99.0%
+366.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | +0.8% |
| 7D | +4.8% | -7.1% | +11.9% | +3.0% |
| 30D | +6.5% | +12.6% | -6.1% | +10.1% |
| 3M | -9.6% | +14.2% | -23.9% | -6.1% |
| 6M | +12.3% | +6.2% | +6.1% | +15.0% |
| YTD | +9.5% | -21.8% | +31.2% | +4.0% |
| 1Y | +15.8% | -23.1% | +39.0% | +9.8% |
| 3Y | +157.0% | -71.3% | +228.3% | +93.6% |
| 5Y | +148.8% | -77.0% | +225.8% | +95.6% |
| All | +267.4% | -99.0% | +366.4% | +24.1% |
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