+121.0%
QLD vs RY
+140.8%
-19.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +1.2% |
| 7D | +0.6% | +3.1% | -2.5% | -3.3% |
| 30D | -0.1% | -0.3% | +0.2% | +0.1% |
| 3M | -8.4% | +8.7% | -17.0% | -17.9% |
| 6M | +32.2% | +28.5% | +3.7% | -4.8% |
| YTD | +28.9% | +25.1% | +3.8% | -4.1% |
| 1Y | +43.8% | +46.3% | -2.5% | -12.8% |
| 3Y | +176.6% | +154.9% | +21.7% | -21.4% |
| All | +121.0% | +140.8% | -19.7% | -29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling