+126.8%
QLD vs RBRK
+124.5%
+2.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.3% | +2.5% |
| 7D | -1.2% | -7.5% | +6.2% | +1.1% |
| 30D | -3.0% | -10.4% | +7.4% | -0.5% |
| 3M | -2.8% | +21.3% | -24.1% | -10.1% |
| 6M | +32.0% | +50.6% | -18.6% | +12.2% |
| YTD | +27.3% | +13.3% | +14.0% | +17.9% |
| 1Y | +37.9% | +11.2% | +26.7% | +27.0% |
| All | +126.8% | +124.5% | +2.3% | +57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded RBRK 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling