+7,443.4%
QLD vs RIG
-92.1%
+7,535.5%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.7% | -0.2% | +1.8% |
| 7D | -10.3% | -24.5% | +14.2% | -3.7% |
| 30D | -26.1% | -2.8% | -23.3% | -25.8% |
| 3M | -17.8% | +1.6% | -19.3% | -18.9% |
| 6M | -15.6% | -15.9% | +0.3% | -13.3% |
| YTD | +5.4% | +26.9% | -21.5% | -4.5% |
| 1Y | +5.2% | +34.4% | -29.1% | -6.2% |
| 3Y | +139.4% | -21.2% | +160.7% | +130.4% |
| 5Y | +66.7% | +46.4% | +20.3% | +22.9% |
| 10Y | +1,422.1% | -45.8% | +1,467.9% | +822.5% |
| All | +7,443.4% | -92.1% | +7,535.5% | +9,743.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling