+1,351.8%
QLD vs RL
+356.1%
+995.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.4% | +3.9% | +3.3% |
| 7D | -10.3% | -4.2% | -6.1% | -8.0% |
| 30D | -26.1% | +4.3% | -30.3% | -27.6% |
| 3M | -17.8% | -4.6% | -13.2% | -15.9% |
| 6M | -15.6% | +1.7% | -17.3% | -17.5% |
| YTD | +5.4% | +7.3% | -2.0% | -0.5% |
| 1Y | +5.2% | +20.8% | -15.6% | -7.0% |
| 3Y | +139.4% | +247.0% | -107.5% | +19.9% |
| 5Y | +66.7% | +225.5% | -158.7% | -14.4% |
| All | +1,351.8% | +356.1% | +995.7% | +543.0% |
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