+309.6%
QLD vs RVMD
+581.6%
-272.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +8.2% | -5.7% | +0.3% |
| 7D | -10.3% | +0.5% | -10.8% | -10.2% |
| 30D | -26.1% | -4.3% | -21.8% | -25.2% |
| 3M | -17.8% | -2.8% | -15.0% | -17.4% |
| 6M | -15.6% | +27.3% | -42.8% | -21.1% |
| YTD | +5.4% | +141.4% | -136.0% | -21.0% |
| 1Y | +5.2% | +213.3% | -208.0% | -26.9% |
| 3Y | +139.4% | +792.7% | -653.2% | +19.3% |
| 5Y | +66.7% | +470.6% | -403.9% | -19.0% |
| All | +309.6% | +581.6% | -272.0% | +63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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