+7,443.4%
QLD vs RSG
+1,374.0%
+6,069.4%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.6% | +3.5% |
| 7D | -10.3% | +1.2% | -11.4% | -11.5% |
| 30D | -26.1% | +14.2% | -40.2% | -35.9% |
| 3M | -17.8% | +18.2% | -35.9% | -31.3% |
| 6M | -15.6% | +24.4% | -39.9% | -35.0% |
| YTD | +5.4% | +17.9% | -12.5% | -16.0% |
| 1Y | +5.2% | +22.3% | -17.1% | -19.7% |
| 3Y | +139.4% | +65.1% | +74.3% | +30.3% |
| 5Y | +66.7% | +97.9% | -31.2% | -24.6% |
| 10Y | +1,422.1% | +464.6% | +957.4% | +149.5% |
| All | +7,443.4% | +1,374.0% | +6,069.4% | +388.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling