+1,502.1%
QLD vs RMD
+347.3%
+1,154.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.7% | -2.6% |
| 7D | +7.0% | +2.1% | +4.9% | +5.6% |
| 30D | -14.3% | +2.1% | -16.4% | -15.8% |
| 3M | -16.0% | +6.2% | -22.2% | -20.0% |
| 6M | -14.2% | +19.4% | -33.6% | -26.2% |
| YTD | +12.8% | +0.5% | +12.2% | +8.0% |
| 1Y | +14.1% | -3.9% | +18.0% | +12.5% |
| 3Y | +146.0% | +72.5% | +73.4% | +46.2% |
| 5Y | +82.0% | -1.5% | +83.5% | +65.1% |
| All | +1,502.1% | +347.3% | +1,154.8% | +493.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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