+9,127.5%
QLD vs RMD
+1,162.4%
+7,965.1%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.6% |
| 7D | +0.6% | -5.0% | +5.6% | +4.1% |
| 30D | -0.1% | +2.2% | -2.4% | -2.2% |
| 3M | -8.4% | +17.8% | -26.2% | -20.1% |
| 6M | +32.2% | -11.3% | +43.5% | +39.6% |
| YTD | +28.9% | -4.4% | +33.3% | +28.1% |
| 1Y | +43.8% | -15.7% | +59.6% | +55.4% |
| 3Y | +176.6% | +47.7% | +128.9% | +84.7% |
| 5Y | +121.6% | -19.2% | +140.8% | +130.6% |
| 10Y | +1,652.9% | +280.4% | +1,372.5% | +481.9% |
| All | +9,127.5% | +1,162.4% | +7,965.1% | +913.1% |
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 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