+1,502.1%
QLD vs RIG
-46.1%
+1,548.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.1% | -6.6% | -3.2% |
| 7D | +7.0% | +5.7% | +1.3% | +5.9% |
| 30D | -14.3% | -0.7% | -13.6% | -14.4% |
| 3M | -16.0% | -3.1% | -12.9% | -16.1% |
| 6M | -14.2% | -16.3% | +2.1% | -12.5% |
| YTD | +12.8% | +34.1% | -21.4% | +4.2% |
| 1Y | +14.1% | +38.2% | -24.1% | +4.8% |
| 3Y | +146.0% | -15.3% | +161.2% | +135.9% |
| 5Y | +82.0% | +62.5% | +19.6% | +47.0% |
| All | +1,502.1% | -46.1% | +1,548.2% | +1,194.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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