+121.0%
QLD vs RRX
+18.4%
+102.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.2% |
| 7D | +0.6% | +3.4% | -2.9% | -1.4% |
| 30D | -0.1% | -11.1% | +11.0% | +6.8% |
| 3M | -8.4% | -23.7% | +15.4% | +6.0% |
| 6M | +32.2% | -22.0% | +54.2% | +47.6% |
| YTD | +28.9% | +16.5% | +12.4% | +9.5% |
| 1Y | +43.8% | +11.5% | +32.3% | +24.2% |
| 3Y | +176.6% | +1.5% | +175.1% | +140.1% |
| All | +121.0% | +18.4% | +102.7% | +71.2% |
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