+7,256.1%
QLD vs RMD
+1,223.0%
+6,033.1%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -0.5% | -12.2% | -12.4% |
| 7D | -18.6% | -5.3% | -13.2% | -15.6% |
| 30D | -28.3% | +8.4% | -36.7% | -32.5% |
| 3M | -20.4% | +7.1% | -27.5% | -25.1% |
| 6M | -14.3% | +15.8% | -30.1% | -25.4% |
| YTD | +2.8% | +0.2% | +2.6% | -1.9% |
| 1Y | -1.2% | -1.4% | +0.2% | -5.0% |
| 3Y | +135.3% | +61.3% | +74.0% | +47.7% |
| 5Y | +62.6% | -3.9% | +66.5% | +48.3% |
| 10Y | +1,384.3% | +365.6% | +1,018.7% | +323.8% |
| All | +7,256.1% | +1,223.0% | +6,033.1% | +675.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling