+7,256.1%
QLD vs RIG
-92.3%
+7,348.5%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -6.4% | -6.3% | -11.1% |
| 7D | -18.6% | -23.8% | +5.2% | -12.9% |
| 30D | -28.3% | -5.6% | -22.7% | -27.5% |
| 3M | -20.4% | -0.8% | -19.6% | -21.1% |
| 6M | -14.3% | -18.4% | +4.1% | -11.3% |
| YTD | +2.8% | +23.5% | -20.7% | -6.2% |
| 1Y | -1.2% | +30.8% | -32.0% | -11.3% |
| 3Y | +135.3% | -25.4% | +160.8% | +129.6% |
| 5Y | +62.6% | +42.5% | +20.1% | +20.7% |
| 10Y | +1,384.3% | -47.3% | +1,431.5% | +805.7% |
| All | +7,256.1% | -92.3% | +7,348.5% | +9,565.3% |
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