+1,502.1%
QLD vs RRC
+73.1%
+1,429.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.6% |
| 7D | +7.0% | +6.4% | +0.6% | +5.6% |
| 30D | -14.3% | +23.9% | -38.2% | -18.3% |
| 3M | -16.0% | +30.2% | -46.2% | -20.9% |
| 6M | -14.2% | +26.3% | -40.5% | -19.1% |
| YTD | +12.8% | +48.1% | -35.3% | +2.1% |
| 1Y | +14.1% | +37.7% | -23.6% | +4.8% |
| 3Y | +146.0% | +60.3% | +85.7% | +117.6% |
| 5Y | +82.0% | +135.3% | -53.3% | +45.5% |
| All | +1,502.1% | +73.1% | +1,429.1% | +910.4% |
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