+3,572.3%
QLD vs RNG
+327.7%
+3,244.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.9% | +4.2% | +1.8% |
| 7D | +0.6% | +5.8% | -5.2% | -1.6% |
| 30D | -0.1% | +19.6% | -19.7% | -6.9% |
| 3M | -8.4% | +67.0% | -75.4% | -27.2% |
| 6M | +32.2% | +88.4% | -56.2% | -2.5% |
| YTD | +28.9% | +155.5% | -126.6% | -19.6% |
| 1Y | +43.8% | +141.7% | -97.8% | -8.8% |
| 3Y | +176.6% | +131.1% | +45.5% | +66.2% |
| 5Y | +121.6% | -70.6% | +192.2% | +178.9% |
| 10Y | +1,652.9% | +228.2% | +1,424.7% | +767.8% |
| All | +3,572.3% | +327.7% | +3,244.6% | +1,594.3% |
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