+67.2%
QLD vs RSG
+97.2%
-30.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.6% | +3.0% |
| 7D | -10.3% | +1.2% | -11.4% | -10.8% |
| 30D | -26.1% | +14.2% | -40.2% | -31.2% |
| 3M | -17.8% | +18.2% | -35.9% | -25.0% |
| 6M | -15.6% | +24.4% | -39.9% | -27.3% |
| YTD | +5.4% | +17.9% | -12.5% | -6.9% |
| 1Y | +5.2% | +22.3% | -17.1% | -10.4% |
| 3Y | +139.4% | +65.1% | +74.3% | +44.4% |
| All | +67.2% | +97.2% | -30.0% | -20.2% |
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