+617.4%
RVMD vs QID
-95.6%
+713.0%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.2% |
| 7D | -1.2% | -2.7% | +1.5% | -2.4% |
| 30D | +1.1% | +1.8% | -0.7% | +1.9% |
| 3M | +39.6% | -2.2% | +41.8% | +40.2% |
| 6M | +110.7% | -32.1% | +142.8% | +82.4% |
| YTD | +160.3% | -28.6% | +188.9% | +131.4% |
| 1Y | +404.9% | -36.3% | +441.2% | +330.3% |
| 3Y | +545.5% | -74.4% | +619.9% | +301.8% |
| 5Y | +584.7% | -80.8% | +665.4% | +351.1% |
| All | +617.4% | -95.6% | +713.0% | +205.6% |
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