+1,351.8%
QLD vs RGEN
+527.2%
+824.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.0% | -0.4% | +1.2% |
| 7D | -10.3% | -1.9% | -8.3% | -9.2% |
| 30D | -26.1% | +3.7% | -29.8% | -27.2% |
| 3M | -17.8% | +8.8% | -26.6% | -21.6% |
| 6M | -15.6% | +38.0% | -53.5% | -29.7% |
| YTD | +5.4% | +5.9% | -0.5% | -1.5% |
| 1Y | +5.2% | +19.7% | -14.4% | -7.4% |
| 3Y | +139.4% | +20.5% | +118.9% | +90.9% |
| 5Y | +66.7% | -35.0% | +101.7% | +68.5% |
| All | +1,351.8% | +527.2% | +824.6% | +438.8% |
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