+67.2%
QLD vs RIG
+44.4%
+22.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.7% | -0.2% | +1.9% |
| 7D | -10.3% | -24.5% | +14.2% | -4.8% |
| 30D | -26.1% | -2.8% | -23.3% | -25.9% |
| 3M | -17.8% | +1.6% | -19.3% | -18.8% |
| 6M | -15.6% | -15.9% | +0.3% | -13.6% |
| YTD | +5.4% | +26.9% | -21.5% | -3.8% |
| 1Y | +5.2% | +34.4% | -29.1% | -5.3% |
| 3Y | +139.4% | -21.2% | +160.7% | +126.5% |
| All | +67.2% | +44.4% | +22.8% | +28.7% |
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