+141.1%
QLD vs RBA
+51.9%
+89.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.4% |
| 7D | -3.8% | +3.2% | -7.0% | -5.0% |
| 30D | -20.5% | +12.0% | -32.6% | -24.7% |
| 3M | -14.6% | +2.9% | -17.5% | -16.0% |
| 6M | -14.7% | -6.3% | -8.4% | -13.6% |
| YTD | +11.2% | -5.9% | +17.1% | +11.0% |
| 1Y | +7.1% | -3.9% | +11.0% | +5.5% |
| 3Y | +141.1% | +64.9% | +76.2% | +99.6% |
| All | +141.1% | +51.9% | +89.2% | +99.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling