+176.1%
QLD vs RIG
-32.0%
+208.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.2% | +0.9% |
| 7D | +0.6% | +0.9% | -0.3% | +0.3% |
| 30D | -0.1% | +13.8% | -13.9% | -3.2% |
| 3M | -8.4% | -6.4% | -2.0% | -7.4% |
| 6M | +32.2% | -8.2% | +40.4% | +32.5% |
| YTD | +28.9% | +41.6% | -12.7% | +14.6% |
| 1Y | +43.8% | +88.7% | -44.9% | +17.3% |
| All | +176.1% | -32.0% | +208.1% | +141.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling