+1,631.1%
QLD vs RL
+313.2%
+1,317.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | -0.7% |
| 7D | +0.6% | -0.8% | +1.4% | +1.0% |
| 30D | -0.1% | -7.8% | +7.6% | +3.9% |
| 3M | -8.4% | -4.0% | -4.4% | -6.9% |
| 6M | +32.2% | -1.9% | +34.1% | +31.4% |
| YTD | +28.9% | -0.2% | +29.1% | +26.5% |
| 1Y | +43.8% | +10.7% | +33.2% | +33.0% |
| 3Y | +176.6% | +210.8% | -34.2% | +46.5% |
| 5Y | +121.6% | +238.2% | -116.7% | +12.1% |
| All | +1,631.1% | +313.2% | +1,317.9% | +703.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling