+41.9%
QLD vs RNG
+121.6%
-79.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.4% | +4.2% | +0.1% |
| 7D | +3.0% | -0.8% | +3.8% | +3.0% |
| 30D | -1.8% | +11.4% | -13.2% | -2.6% |
| 3M | -1.8% | +72.1% | -73.9% | -5.5% |
| 6M | +36.9% | +67.9% | -31.0% | +31.1% |
| YTD | +28.7% | +144.3% | -115.7% | +15.8% |
| 1Y | +41.9% | +117.5% | -75.6% | +28.0% |
| All | +41.9% | +121.6% | -79.7% | +28.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling