+8.4%
QLD vs RIG
+28.0%
-19.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.3% | +8.1% | +6.9% |
| 7D | -1.4% | -17.0% | +15.6% | -0.2% |
| 30D | -19.6% | -6.2% | -13.4% | -19.2% |
| 3M | -14.1% | -1.7% | -12.4% | -14.4% |
| 6M | -13.6% | -19.2% | +5.6% | -12.7% |
| YTD | +12.5% | +25.2% | -12.6% | +1.8% |
| All | +8.4% | +28.0% | -19.6% | -1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling