+176.1%
QLD vs RNG
+135.4%
+40.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.9% | +4.2% | +1.2% |
| 7D | +0.6% | +5.8% | -5.2% | -0.7% |
| 30D | -0.1% | +19.6% | -19.7% | -4.1% |
| 3M | -8.4% | +67.0% | -75.4% | -19.3% |
| 6M | +32.2% | +88.4% | -56.2% | +10.8% |
| YTD | +28.9% | +155.5% | -126.6% | -4.1% |
| 1Y | +43.8% | +141.7% | -97.8% | +8.4% |
| All | +176.1% | +135.4% | +40.7% | +99.5% |
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