+7,256.1%
QLD vs RGEN
+6,380.0%
+876.1%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -5.5% | -7.3% | -10.7% |
| 7D | -18.6% | -10.7% | -7.9% | -14.9% |
| 30D | -28.3% | -3.6% | -24.6% | -27.3% |
| 3M | -20.4% | +6.2% | -26.6% | -22.6% |
| 6M | -14.3% | +34.1% | -48.4% | -25.0% |
| YTD | +2.8% | +2.8% | -0.1% | -1.3% |
| 1Y | -1.2% | +15.5% | -16.7% | -9.3% |
| 3Y | +135.3% | +12.1% | +123.3% | +105.7% |
| 5Y | +62.6% | -36.9% | +99.4% | +67.7% |
| 10Y | +1,384.3% | +522.4% | +861.9% | +614.8% |
| All | +7,256.1% | +6,380.0% | +876.1% | +1,310.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling