+67.2%
QLD vs RRC
+110.6%
-43.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.9% | +5.5% | +3.4% |
| 7D | -10.3% | -10.8% | +0.6% | -7.3% |
| 30D | -26.1% | +22.3% | -48.4% | -30.6% |
| 3M | -17.8% | +26.6% | -44.4% | -23.9% |
| 6M | -15.6% | +18.9% | -34.5% | -20.9% |
| YTD | +5.4% | +39.2% | -33.8% | -7.4% |
| 1Y | +5.2% | +34.0% | -28.7% | -6.7% |
| 3Y | +139.4% | +42.0% | +97.4% | +105.2% |
| All | +67.2% | +110.6% | -43.5% | +22.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling