+82.1%
QLD vs RRX
+9.8%
+72.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.2% | -1.1% |
| 7D | +7.0% | +4.3% | +2.7% | +4.4% |
| 30D | -14.3% | +12.3% | -26.6% | -20.2% |
| 3M | -16.0% | +3.7% | -19.6% | -18.2% |
| 6M | -14.2% | -13.9% | -0.3% | -8.2% |
| YTD | +12.8% | +26.5% | -13.7% | -9.4% |
| 1Y | +14.1% | +29.3% | -15.3% | -10.2% |
| 3Y | +146.0% | +65.6% | +80.4% | +43.2% |
| All | +82.1% | +9.8% | +72.3% | +50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling