+127.9%
QLD vs RBRK
+130.1%
-2.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | +0.3% |
| 7D | +1.9% | +1.9% | 0.0% | +1.3% |
| 30D | -1.8% | -9.3% | +7.5% | +0.4% |
| 3M | -0.1% | +23.8% | -23.9% | -8.1% |
| 6M | +32.6% | +55.4% | -22.8% | +11.6% |
| YTD | +27.9% | +16.1% | +11.8% | +17.6% |
| 1Y | +40.3% | -9.8% | +50.1% | +38.5% |
| All | +127.9% | +130.1% | -2.2% | +57.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling