+1,315.8%
QLD vs RY
+366.5%
+949.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -2.9% | -9.9% | -9.1% |
| 7D | -18.6% | -1.1% | -17.5% | -17.1% |
| 30D | -28.3% | +4.4% | -32.7% | -31.9% |
| 3M | -20.4% | -2.9% | -17.4% | -17.3% |
| 6M | -14.3% | +15.6% | -29.9% | -28.7% |
| YTD | +2.8% | +21.8% | -19.1% | -19.9% |
| 1Y | -1.2% | +42.6% | -43.8% | -36.9% |
| 3Y | +135.3% | +160.9% | -25.6% | -30.4% |
| 5Y | +62.6% | +126.1% | -63.5% | -40.2% |
| All | +1,315.8% | +366.5% | +949.2% | +186.9% |
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