+62.6%
QLD vs RL
+232.3%
-169.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -7.3% | -5.4% | -7.7% |
| 7D | -18.6% | -4.7% | -13.9% | -15.5% |
| 30D | -28.3% | +3.6% | -31.8% | -29.9% |
| 3M | -20.4% | +0.5% | -20.9% | -21.1% |
| 6M | -14.3% | +6.6% | -20.9% | -19.8% |
| YTD | +2.8% | +8.8% | -6.1% | -6.3% |
| 1Y | -1.2% | +21.8% | -23.0% | -17.6% |
| 3Y | +135.3% | +245.8% | -110.5% | -17.7% |
| 5Y | +62.6% | +230.0% | -167.4% | -45.4% |
| All | +62.6% | +232.3% | -169.7% | -45.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling