+8.4%
QLD vs RRX
+31.7%
-23.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +6.9% | -0.1% | +3.8% |
| 7D | -1.4% | +12.3% | -13.8% | -6.1% |
| 30D | -19.6% | +9.5% | -29.1% | -22.6% |
| 3M | -14.1% | +1.8% | -15.9% | -15.2% |
| 6M | -13.6% | -15.3% | +1.7% | -9.1% |
| YTD | +12.5% | +29.6% | -17.0% | +3.8% |
| All | +8.4% | +31.7% | -23.3% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 1y: compounded portfolio wealth divided by compounded RRX 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…
1y analysis · Full analysis span regression · 6 months rolling