+1,631.1%
QLD vs RRC
+10.9%
+1,620.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.5% |
| 7D | +0.6% | +1.3% | -0.7% | +0.3% |
| 30D | -0.1% | +10.1% | -10.3% | -2.2% |
| 3M | -8.4% | +4.0% | -12.4% | -9.5% |
| 6M | +32.2% | +1.6% | +30.6% | +30.6% |
| YTD | +28.9% | +19.7% | +9.2% | +22.6% |
| 1Y | +43.8% | +21.4% | +22.4% | +35.9% |
| 3Y | +176.6% | +29.7% | +146.9% | +156.2% |
| 5Y | +121.6% | +153.9% | -32.3% | +76.0% |
| All | +1,631.1% | +10.9% | +1,620.2% | +1,088.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling