+1,418.0%
QLD vs RRC
+63.1%
+1,354.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.3% | +6.5% | +6.7% |
| 7D | -1.4% | -10.3% | +8.9% | +0.8% |
| 30D | -19.6% | +19.5% | -39.0% | -22.7% |
| 3M | -14.1% | +27.9% | -42.1% | -18.8% |
| 6M | -13.6% | +21.2% | -34.8% | -17.8% |
| YTD | +12.5% | +39.6% | -27.0% | +3.2% |
| 1Y | +13.1% | +31.3% | -18.1% | +5.0% |
| 3Y | +154.7% | +51.9% | +102.8% | +127.9% |
| 5Y | +81.1% | +110.2% | -29.1% | +47.9% |
| 10Y | +1,418.0% | +56.7% | +1,361.3% | +864.9% |
| All | +1,418.0% | +63.1% | +1,354.9% | +864.9% |
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