+1,351.8%
QLD vs RBA
+224.6%
+1,127.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.9% | +3.3% |
| 7D | -10.3% | +4.3% | -14.5% | -12.4% |
| 30D | -26.1% | +16.3% | -42.4% | -32.6% |
| 3M | -17.8% | +1.3% | -19.1% | -19.3% |
| 6M | -15.6% | -11.1% | -4.5% | -12.2% |
| YTD | +5.4% | -8.5% | +13.8% | +6.8% |
| 1Y | +5.2% | -2.1% | +7.4% | +2.4% |
| 3Y | +139.4% | +44.6% | +94.9% | +82.0% |
| 5Y | +66.7% | +36.8% | +29.9% | +27.3% |
| All | +1,351.8% | +224.6% | +1,127.2% | +568.0% |
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