+41.9%
QLD vs RRX
+13.4%
+28.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.4% |
| 7D | +3.0% | +4.3% | -1.3% | +1.3% |
| 30D | -1.8% | -8.0% | +6.2% | +1.4% |
| 3M | -1.8% | -22.0% | +20.2% | +7.5% |
| 6M | +36.9% | -11.9% | +48.8% | +42.7% |
| YTD | +28.7% | +17.1% | +11.6% | +21.0% |
| 1Y | +41.9% | +14.9% | +27.0% | +35.1% |
| All | +41.9% | +13.4% | +28.5% | +35.1% |
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