+82.1%
QLD vs RNG
-72.1%
+154.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.2% |
| 7D | +7.0% | +4.6% | +2.4% | +5.4% |
| 30D | -14.3% | +0.4% | -14.7% | -14.3% |
| 3M | -16.0% | +11.4% | -27.4% | -19.4% |
| 6M | -14.2% | +95.7% | -109.9% | -35.4% |
| YTD | +12.8% | +162.9% | -150.1% | -29.3% |
| 1Y | +14.1% | +180.3% | -166.2% | -30.5% |
| 3Y | +146.0% | +188.3% | -42.4% | +35.4% |
| All | +82.1% | -72.1% | +154.1% | +176.0% |
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 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