+9,127.5%
QLD vs RRX
+428.3%
+8,699.2%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.2% |
| 7D | +0.6% | +3.4% | -2.9% | -1.9% |
| 30D | -0.1% | -11.1% | +11.0% | +8.6% |
| 3M | -8.4% | -23.7% | +15.4% | +9.5% |
| 6M | +32.2% | -22.0% | +54.2% | +50.7% |
| YTD | +28.9% | +16.5% | +12.4% | +5.6% |
| 1Y | +43.8% | +11.5% | +32.3% | +19.8% |
| 3Y | +176.6% | +1.5% | +175.1% | +121.9% |
| 5Y | +121.6% | +18.3% | +103.3% | +57.2% |
| 10Y | +1,652.9% | +209.8% | +1,443.1% | +422.2% |
| All | +9,127.5% | +428.3% | +8,699.2% | +1,357.1% |
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 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