+7,956.4%
QLD vs RSG
+1,373.6%
+6,582.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | 0.0% | +6.8% | +6.8% |
| 7D | -1.4% | +0.3% | -1.8% | -2.0% |
| 30D | -19.6% | +13.8% | -33.4% | -30.0% |
| 3M | -14.1% | +15.4% | -29.5% | -26.6% |
| 6M | -13.6% | +24.1% | -37.8% | -33.4% |
| YTD | +12.5% | +17.8% | -5.3% | -10.2% |
| 1Y | +13.1% | +21.5% | -8.3% | -13.0% |
| 3Y | +154.7% | +63.3% | +91.4% | +40.2% |
| 5Y | +81.1% | +97.3% | -16.2% | -17.9% |
| 10Y | +1,418.0% | +448.1% | +969.9% | +156.1% |
| All | +7,956.4% | +1,373.6% | +6,582.8% | +421.9% |
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