+133.5%
QLD vs RL
+244.8%
-111.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -7.3% | -5.4% | -8.6% |
| 7D | -18.6% | -4.7% | -13.9% | -16.0% |
| 30D | -28.3% | +3.6% | -31.8% | -29.5% |
| 3M | -20.4% | +0.5% | -20.9% | -20.8% |
| 6M | -14.3% | +6.6% | -20.9% | -18.4% |
| YTD | +2.8% | +8.8% | -6.1% | -4.2% |
| 1Y | -1.2% | +21.8% | -23.0% | -14.6% |
| All | +133.5% | +244.8% | -111.3% | +28.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling