+67.2%
QLD vs RMD
-5.3%
+72.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.7% | +4.2% | +3.4% |
| 7D | -10.3% | +2.3% | -12.6% | -11.4% |
| 30D | -26.1% | +4.1% | -30.2% | -27.8% |
| 3M | -17.8% | +5.7% | -23.5% | -20.8% |
| 6M | -15.6% | +12.9% | -28.5% | -22.8% |
| YTD | +5.4% | -1.5% | +6.9% | +3.6% |
| 1Y | +5.2% | -4.8% | +10.0% | +5.4% |
| 3Y | +139.4% | +57.5% | +82.0% | +59.6% |
| All | +67.2% | -5.3% | +72.4% | +68.1% |
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