+7.1%
QLD vs RIO
+26.8%
-19.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | +0.3% |
| 7D | -3.8% | +3.6% | -7.4% | -5.8% |
| 30D | -20.5% | -10.8% | -9.7% | -14.4% |
| 3M | -14.6% | -15.2% | +0.6% | -5.4% |
| 6M | -14.7% | -18.0% | +3.4% | -3.9% |
| YTD | +11.2% | +11.0% | +0.2% | +8.2% |
| 1Y | +7.1% | +26.4% | -19.3% | -6.1% |
| All | +7.1% | +26.8% | -19.7% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 1y: compounded portfolio wealth divided by compounded RIO 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…
1y analysis · Full analysis span regression · 6 months rolling