+139.4%
QLD vs RNG
+154.7%
-15.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.9% | +5.4% | +3.2% |
| 7D | -10.3% | -11.3% | +1.1% | -7.8% |
| 30D | -26.1% | -5.7% | -20.4% | -25.0% |
| 3M | -17.8% | +16.8% | -34.5% | -20.4% |
| 6M | -15.6% | +58.5% | -74.0% | -24.6% |
| YTD | +5.4% | +151.3% | -145.9% | -20.5% |
| 1Y | +5.2% | +169.0% | -163.8% | -22.6% |
| 3Y | +139.4% | +156.9% | -17.5% | +74.0% |
| All | +139.4% | +154.7% | -15.2% | +74.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling