+1,351.8%
QLD vs RRC
+59.4%
+1,292.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.9% | +5.5% | +3.1% |
| 7D | -10.3% | -10.8% | +0.6% | -8.1% |
| 30D | -26.1% | +22.3% | -48.4% | -29.3% |
| 3M | -17.8% | +26.6% | -44.4% | -22.1% |
| 6M | -15.6% | +18.9% | -34.5% | -19.3% |
| YTD | +5.4% | +39.2% | -33.8% | -3.3% |
| 1Y | +5.2% | +34.0% | -28.7% | -2.8% |
| 3Y | +139.4% | +42.0% | +97.4% | +117.1% |
| 5Y | +66.7% | +111.9% | -45.2% | +36.1% |
| All | +1,351.8% | +59.4% | +1,292.4% | +820.1% |
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