+1,450.1%
QLD vs RBA
+225.5%
+1,224.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.4% |
| 7D | -3.8% | +3.2% | -7.0% | -5.4% |
| 30D | -20.5% | +12.0% | -32.6% | -25.9% |
| 3M | -14.6% | +2.9% | -17.5% | -16.9% |
| 6M | -14.7% | -6.3% | -8.4% | -13.8% |
| YTD | +11.2% | -5.9% | +17.1% | +11.1% |
| 1Y | +7.1% | -3.9% | +11.0% | +5.6% |
| 3Y | +141.1% | +64.9% | +76.2% | +70.7% |
| 5Y | +84.3% | +48.5% | +35.8% | +34.1% |
| 10Y | +1,450.1% | +211.8% | +1,238.3% | +583.2% |
| All | +1,450.1% | +225.5% | +1,224.6% | +583.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling