+14.7%
QLD vs RBA
-2.0%
+16.7%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.2% | +1.4% |
| 7D | -9.4% | +12.7% | -22.0% | -11.9% |
| 30D | -17.1% | +15.5% | -32.6% | -19.9% |
| 3M | -10.4% | -14.0% | +3.6% | -5.5% |
| 6M | +0.7% | -8.8% | +9.6% | +2.9% |
| YTD | +17.7% | -6.9% | +24.7% | +16.6% |
| 1Y | +14.7% | -3.0% | +17.7% | +11.6% |
| All | +14.7% | -2.0% | +16.7% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 1y: compounded portfolio wealth divided by compounded RBA 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…
1y analysis · Full analysis span regression · 6 months rolling