+9,127.5%
QLD vs RSG
+1,225.5%
+7,901.9%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +1.3% |
| 7D | +0.6% | +0.3% | +0.3% | +0.3% |
| 30D | -0.1% | +7.6% | -7.7% | -7.1% |
| 3M | -8.4% | +7.4% | -15.8% | -16.9% |
| 6M | +32.2% | -3.3% | +35.5% | +30.8% |
| YTD | +28.9% | +6.0% | +22.9% | +15.8% |
| 1Y | +43.8% | -3.7% | +47.5% | +40.3% |
| 3Y | +176.6% | +59.1% | +117.5% | +57.4% |
| 5Y | +121.6% | +89.0% | +32.5% | +5.8% |
| 10Y | +1,652.9% | +412.5% | +1,240.4% | +220.8% |
| All | +9,127.5% | +1,225.5% | +7,901.9% | +573.5% |
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