+121.0%
QLD vs RNG
-70.5%
+191.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.9% | +4.2% | +1.6% |
| 7D | +0.6% | +5.8% | -5.2% | -1.4% |
| 30D | -0.1% | +19.6% | -19.7% | -6.3% |
| 3M | -8.4% | +67.0% | -75.4% | -25.4% |
| 6M | +32.2% | +88.4% | -56.2% | +0.3% |
| YTD | +28.9% | +155.5% | -126.6% | -16.7% |
| 1Y | +43.8% | +141.7% | -97.8% | -5.6% |
| 3Y | +176.6% | +131.1% | +45.5% | +71.6% |
| All | +121.0% | -70.5% | +191.5% | +158.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling