+91.8%
QLD vs RIG
+53.0%
+38.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.5% | +2.1% | +4.1% |
| 7D | -1.2% | -2.6% | +1.4% | -0.5% |
| 30D | -15.7% | -5.2% | -10.5% | -15.0% |
| 3M | -10.0% | -8.6% | -1.4% | -9.0% |
| 6M | -11.2% | -18.9% | +7.7% | -8.4% |
| YTD | +16.4% | +28.6% | -12.2% | +6.0% |
| 1Y | +12.7% | +25.5% | -12.9% | +3.1% |
| 3Y | +152.3% | -20.2% | +172.4% | +137.9% |
| 5Y | +91.8% | +53.9% | +37.8% | +43.9% |
| All | +91.8% | +53.0% | +38.7% | +43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling