+121.0%
QLD vs RMD
-19.3%
+140.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | +0.6% | -5.0% | +5.6% | +3.3% |
| 30D | -0.1% | +2.2% | -2.4% | -1.7% |
| 3M | -8.4% | +17.8% | -26.2% | -17.5% |
| 6M | +32.2% | -11.3% | +43.5% | +39.6% |
| YTD | +28.9% | -4.4% | +33.3% | +29.4% |
| 1Y | +43.8% | -15.7% | +59.6% | +55.2% |
| 3Y | +176.6% | +47.7% | +128.9% | +93.0% |
| All | +121.0% | -19.3% | +140.4% | +135.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling