+7,256.1%
QLD vs RL
+822.7%
+6,433.4%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -7.3% | -5.4% | -8.2% |
| 7D | -18.6% | -4.7% | -13.9% | -15.8% |
| 30D | -28.3% | +3.6% | -31.8% | -29.7% |
| 3M | -20.4% | +0.5% | -20.9% | -21.0% |
| 6M | -14.3% | +6.6% | -20.9% | -19.1% |
| YTD | +2.8% | +8.8% | -6.1% | -4.9% |
| 1Y | -1.2% | +21.8% | -23.0% | -15.0% |
| 3Y | +135.3% | +245.8% | -110.5% | +3.1% |
| 5Y | +62.6% | +230.0% | -167.4% | -26.5% |
| 10Y | +1,384.3% | +369.4% | +1,014.8% | +339.7% |
| All | +7,256.1% | +822.7% | +6,433.4% | +1,019.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling