+2,902.1%
QLD vs RNG
+320.7%
+2,581.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.9% | +5.4% | +3.6% |
| 7D | -10.3% | -11.3% | +1.1% | -6.0% |
| 30D | -26.1% | -5.7% | -20.4% | -24.4% |
| 3M | -17.8% | +16.8% | -34.5% | -22.9% |
| 6M | -15.6% | +58.5% | -74.0% | -32.4% |
| YTD | +5.4% | +151.3% | -145.9% | -34.0% |
| 1Y | +5.2% | +169.0% | -163.8% | -36.0% |
| 3Y | +139.4% | +156.9% | -17.5% | +37.7% |
| 5Y | +66.7% | -69.0% | +135.7% | +105.8% |
| 10Y | +1,422.1% | +262.0% | +1,160.1% | +631.0% |
| All | +2,902.1% | +320.7% | +2,581.4% | +1,290.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling