+1,351.8%
QLD vs RY
+360.6%
+991.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.8% | +4.1% |
| 7D | -10.3% | -0.9% | -9.4% | -9.0% |
| 30D | -26.1% | +5.9% | -31.9% | -31.0% |
| 3M | -17.8% | -4.3% | -13.5% | -13.2% |
| 6M | -15.6% | +12.1% | -27.7% | -27.1% |
| YTD | +5.4% | +20.3% | -14.9% | -16.6% |
| 1Y | +5.2% | +41.0% | -35.8% | -31.9% |
| 3Y | +139.4% | +157.5% | -18.1% | -28.0% |
| 5Y | +66.7% | +123.2% | -56.5% | -37.7% |
| All | +1,351.8% | +360.6% | +991.2% | +198.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling