+133.5%
QLD vs RRC
+40.4%
+93.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -3.7% | -9.1% | -11.8% |
| 7D | -18.6% | -6.9% | -11.7% | -17.0% |
| 30D | -28.3% | +25.4% | -53.7% | -32.7% |
| 3M | -20.4% | +31.9% | -52.3% | -26.7% |
| 6M | -14.3% | +17.2% | -31.5% | -18.4% |
| YTD | +2.8% | +43.4% | -40.6% | -11.1% |
| 1Y | -1.2% | +36.7% | -38.0% | -13.2% |
| All | +133.5% | +40.4% | +93.1% | +95.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling