+1,418.0%
QLD vs RNG
+259.3%
+1,158.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.0% | +5.8% | +6.4% |
| 7D | -1.4% | -6.2% | +4.8% | +1.2% |
| 30D | -19.6% | -8.0% | -11.5% | -16.8% |
| 3M | -14.1% | +15.7% | -29.8% | -19.4% |
| 6M | -13.6% | +60.3% | -74.0% | -31.8% |
| YTD | +12.5% | +153.8% | -141.2% | -31.2% |
| 1Y | +13.1% | +172.2% | -159.0% | -33.1% |
| 3Y | +154.7% | +174.8% | -20.1% | +38.0% |
| 5Y | +81.1% | -68.6% | +149.7% | +132.8% |
| 10Y | +1,418.0% | +248.2% | +1,169.8% | +628.6% |
| All | +1,418.0% | +259.3% | +1,158.7% | +628.6% |
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