-1.2%
QLD vs RF
+22.4%
-23.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -2.1% | -10.6% | -12.0% |
| 7D | -18.6% | -1.6% | -16.9% | -18.0% |
| 30D | -28.3% | +5.0% | -33.3% | -29.3% |
| 3M | -20.4% | -10.0% | -10.4% | -17.4% |
| 6M | -14.3% | +3.3% | -17.6% | -15.6% |
| YTD | +2.8% | +7.9% | -5.2% | -3.1% |
| 1Y | -1.2% | +21.2% | -22.5% | -13.3% |
| All | -1.2% | +22.4% | -23.6% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 1y: compounded portfolio wealth divided by compounded RF 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…
1y analysis · Full analysis span regression · 6 months rolling