+67.2%
QLD vs RIO
+94.1%
-26.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.9% | +2.1% |
| 7D | -10.3% | +2.2% | -12.5% | -11.4% |
| 30D | -26.1% | -10.1% | -15.9% | -20.8% |
| 3M | -17.8% | -14.1% | -3.6% | -9.7% |
| 6M | -15.6% | -18.9% | +3.3% | -3.9% |
| YTD | +5.4% | +9.9% | -4.5% | -1.2% |
| 1Y | +5.2% | +27.0% | -21.8% | -9.9% |
| 3Y | +139.4% | +50.1% | +89.4% | +81.8% |
| All | +67.2% | +94.1% | -26.9% | +13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling