+1,418.0%
QLD vs RL
+397.7%
+1,020.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +5.8% | +1.0% | +3.7% |
| 7D | -1.4% | +0.2% | -1.7% | -1.2% |
| 30D | -19.6% | +7.3% | -26.9% | -22.3% |
| 3M | -14.1% | +1.0% | -15.2% | -14.8% |
| 6M | -13.6% | +11.8% | -25.4% | -19.7% |
| YTD | +12.5% | +13.6% | -1.1% | +3.2% |
| 1Y | +13.1% | +24.0% | -10.9% | -1.2% |
| 3Y | +154.7% | +256.6% | -101.9% | +25.8% |
| 5Y | +81.1% | +240.2% | -159.1% | -9.3% |
| 10Y | +1,418.0% | +373.0% | +1,045.0% | +551.6% |
| All | +1,418.0% | +397.7% | +1,020.3% | +551.6% |
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