+185.3%
QLD vs RRX
+4.3%
+181.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.3% |
| 7D | +0.6% | +3.4% | -2.9% | -1.0% |
| 30D | -0.1% | -11.1% | +11.0% | +5.2% |
| 3M | -8.4% | -23.7% | +15.4% | +2.8% |
| 6M | +32.2% | -22.0% | +54.2% | +44.7% |
| YTD | +28.9% | +16.5% | +12.4% | +15.5% |
| 1Y | +43.8% | +11.5% | +32.3% | +30.8% |
| All | +185.3% | +4.3% | +181.1% | +177.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling