+40.3%
QLD vs RSG
-1.1%
+41.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.3% |
| 7D | +1.9% | 0.0% | +1.9% | +1.9% |
| 30D | -1.8% | +3.7% | -5.5% | +1.3% |
| 3M | -0.1% | +6.2% | -6.2% | +5.9% |
| 6M | +32.6% | -2.8% | +35.3% | +36.6% |
| YTD | +27.9% | +5.9% | +22.0% | +37.5% |
| 1Y | +40.3% | -1.8% | +42.0% | +46.7% |
| All | +40.3% | -1.1% | +41.4% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 1y: compounded portfolio wealth divided by compounded RSG 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…
1y analysis · Full analysis span regression · 6 months rolling