+7.1%
QLD vs RGEN
+20.5%
-13.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | -0.5% |
| 7D | -3.8% | -2.4% | -1.4% | -3.0% |
| 30D | -20.5% | +0.1% | -20.6% | -20.2% |
| 3M | -14.6% | +6.6% | -21.3% | -16.0% |
| 6M | -14.7% | +40.9% | -55.6% | -22.5% |
| YTD | +11.2% | +6.2% | +5.0% | +11.1% |
| 1Y | +7.1% | +19.4% | -12.3% | +2.5% |
| All | +7.1% | +20.5% | -13.4% | +2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling