+1,351.8%
QLD vs RIG
-46.9%
+1,398.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.7% | -0.2% | +2.1% |
| 7D | -10.3% | -24.5% | +14.2% | -5.7% |
| 30D | -26.1% | -2.8% | -23.3% | -25.9% |
| 3M | -17.8% | +1.6% | -19.3% | -18.6% |
| 6M | -15.6% | -15.9% | +0.3% | -13.9% |
| YTD | +5.4% | +26.9% | -21.5% | -1.6% |
| 1Y | +5.2% | +34.4% | -29.1% | -2.8% |
| 3Y | +139.4% | -21.2% | +160.7% | +132.7% |
| 5Y | +66.7% | +46.4% | +20.3% | +37.1% |
| All | +1,351.8% | -46.9% | +1,398.7% | +1,090.6% |
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