+141.1%
QLD vs RIO
+56.4%
+84.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | +0.3% |
| 7D | -3.8% | +3.6% | -7.4% | -5.9% |
| 30D | -20.5% | -10.8% | -9.7% | -13.9% |
| 3M | -14.6% | -15.2% | +0.6% | -4.7% |
| 6M | -14.7% | -18.0% | +3.4% | -2.7% |
| YTD | +11.2% | +11.0% | +0.2% | +2.7% |
| 1Y | +7.1% | +26.4% | -19.3% | -9.9% |
| 3Y | +141.1% | +54.4% | +86.7% | +69.6% |
| All | +141.1% | +56.4% | +84.7% | +69.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling