+121.0%
QLD vs RBA
+45.3%
+75.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +0.6% | -2.9% | +3.5% | +2.1% |
| 30D | -0.1% | -12.3% | +12.2% | +6.6% |
| 3M | -8.4% | -20.5% | +12.2% | +1.7% |
| 6M | +32.2% | -18.5% | +50.8% | +44.3% |
| YTD | +28.9% | -18.2% | +47.1% | +39.3% |
| 1Y | +43.8% | -27.5% | +71.3% | +66.0% |
| 3Y | +176.6% | +38.1% | +138.5% | +120.8% |
| All | +121.0% | +45.3% | +75.8% | +60.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling