+7,443.4%
QLD vs RRX
+449.7%
+6,993.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.5% | -2.9% | -1.4% |
| 7D | -10.3% | +7.5% | -17.8% | -15.4% |
| 30D | -26.1% | +3.0% | -29.0% | -28.1% |
| 3M | -17.8% | -5.3% | -12.4% | -15.3% |
| 6M | -15.6% | -26.6% | +11.1% | +1.7% |
| YTD | +5.4% | +21.2% | -15.8% | -16.9% |
| 1Y | +5.2% | +25.9% | -20.7% | -20.0% |
| 3Y | +139.4% | +71.7% | +67.8% | +28.8% |
| 5Y | +66.7% | +7.8% | +59.0% | +27.8% |
| 10Y | +1,422.1% | +242.9% | +1,179.2% | +316.2% |
| All | +7,443.4% | +449.7% | +6,993.8% | +1,047.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling