+1,418.0%
QLD vs RMBS
+571.2%
+846.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +8.3% | -1.5% | +2.0% |
| 7D | -1.4% | -3.9% | +2.5% | +0.4% |
| 30D | -19.6% | -24.9% | +5.3% | -5.9% |
| 3M | -14.1% | -20.5% | +6.3% | -4.1% |
| 6M | -13.6% | -37.5% | +23.9% | +7.2% |
| YTD | +12.5% | -12.1% | +24.7% | +1.8% |
| 1Y | +13.1% | -25.0% | +38.2% | +12.3% |
| 3Y | +154.7% | +36.1% | +118.6% | +39.0% |
| 5Y | +81.1% | +236.1% | -155.1% | -56.9% |
| 10Y | +1,418.0% | +541.3% | +876.7% | +90.0% |
| All | +1,418.0% | +571.2% | +846.8% | +90.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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