+1,502.1%
QLD vs RBA
+207.2%
+1,295.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -3.0% |
| 7D | +7.0% | +1.7% | +5.3% | +6.0% |
| 30D | -14.3% | +8.3% | -22.7% | -18.5% |
| 3M | -16.0% | +10.5% | -26.5% | -21.5% |
| 6M | -14.2% | -5.9% | -8.4% | -13.6% |
| YTD | +12.8% | -6.9% | +19.6% | +13.3% |
| 1Y | +14.1% | -4.9% | +18.9% | +13.0% |
| 3Y | +146.0% | +64.5% | +81.5% | +74.2% |
| 5Y | +82.0% | +46.1% | +35.9% | +33.6% |
| All | +1,502.1% | +207.2% | +1,295.0% | +610.5% |
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