+1,418.0%
QLD vs RGEN
+508.6%
+909.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.1% | +3.7% | +5.3% |
| 7D | -1.4% | +3.5% | -4.9% | -2.7% |
| 30D | -19.6% | +2.9% | -22.5% | -20.5% |
| 3M | -14.1% | +9.2% | -23.3% | -18.3% |
| 6M | -13.6% | +44.9% | -58.6% | -29.7% |
| YTD | +12.5% | +9.2% | +3.3% | +3.8% |
| 1Y | +13.1% | +25.3% | -12.1% | -2.6% |
| 3Y | +154.7% | +21.7% | +133.0% | +102.3% |
| 5Y | +81.1% | -34.5% | +115.6% | +82.9% |
| 10Y | +1,418.0% | +478.9% | +939.1% | +452.2% |
| All | +1,418.0% | +508.6% | +909.4% | +452.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 10y: compounded portfolio wealth divided by compounded RGEN 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…
10y analysis · Full analysis span regression · 6 months rolling