+1,646.5%
QLD vs RNG
+216.3%
+1,430.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.4% | +4.2% | +1.5% |
| 7D | +3.0% | -0.8% | +3.8% | +3.2% |
| 30D | -1.8% | +11.4% | -13.2% | -6.2% |
| 3M | -1.8% | +72.1% | -73.9% | -23.7% |
| 6M | +36.9% | +67.9% | -31.0% | +4.6% |
| YTD | +28.7% | +144.3% | -115.7% | -20.1% |
| 1Y | +41.9% | +117.5% | -75.6% | -8.0% |
| 3Y | +184.2% | +123.9% | +60.3% | +68.0% |
| 5Y | +122.1% | -70.1% | +192.2% | +189.7% |
| 10Y | +1,646.5% | +215.9% | +1,430.6% | +681.2% |
| All | +1,646.5% | +216.3% | +1,430.2% | +681.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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