+14.7%
QLD vs RY
+46.4%
-31.7%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.0% | -1.2% | -1.1% |
| 7D | -9.4% | +2.5% | -11.8% | -11.5% |
| 30D | -17.1% | +8.4% | -25.5% | -23.4% |
| 3M | -10.4% | +1.2% | -11.6% | -11.4% |
| 6M | +0.7% | +19.4% | -18.6% | -17.4% |
| YTD | +17.7% | +25.4% | -7.7% | -11.3% |
| 1Y | +14.7% | +46.7% | -32.0% | -26.2% |
| All | +14.7% | +46.4% | -31.7% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 1y: compounded portfolio wealth divided by compounded RY 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…
1y analysis · Full analysis span regression · 6 months rolling