+122.1%
QLD vs RSG
+91.5%
+30.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.1% |
| 7D | +3.0% | -0.7% | +3.7% | +3.4% |
| 30D | -1.8% | +3.3% | -5.1% | -3.6% |
| 3M | -1.8% | +8.5% | -10.3% | -7.9% |
| 6M | +36.9% | -3.5% | +40.4% | +38.4% |
| YTD | +28.7% | +5.5% | +23.2% | +20.8% |
| 1Y | +41.9% | -1.7% | +43.6% | +40.1% |
| 3Y | +184.2% | +56.9% | +127.3% | +72.7% |
| 5Y | +122.1% | +89.4% | +32.7% | +6.2% |
| All | +122.1% | +91.5% | +30.6% | +6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling