+7,443.4%
QLD vs RGEN
+6,572.7%
+870.7%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.0% | -0.4% | +1.5% |
| 7D | -10.3% | -1.9% | -8.3% | -9.4% |
| 30D | -26.1% | +3.7% | -29.8% | -27.0% |
| 3M | -17.8% | +8.8% | -26.6% | -20.8% |
| 6M | -15.6% | +38.0% | -53.5% | -26.8% |
| YTD | +5.4% | +5.9% | -0.5% | +0.1% |
| 1Y | +5.2% | +19.7% | -14.4% | -4.6% |
| 3Y | +139.4% | +20.5% | +118.9% | +103.9% |
| 5Y | +66.7% | -35.0% | +101.7% | +70.1% |
| 10Y | +1,422.1% | +540.9% | +881.2% | +625.2% |
| All | +7,443.4% | +6,572.7% | +870.7% | +1,331.5% |
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 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