+67.2%
QLD vs RY
+122.0%
-54.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.8% | +4.2% |
| 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% | -13.0% |
| 6M | -15.6% | +12.1% | -27.7% | -27.5% |
| YTD | +5.4% | +20.3% | -14.9% | -17.5% |
| 1Y | +5.2% | +41.0% | -35.8% | -33.3% |
| 3Y | +139.4% | +157.5% | -18.1% | -33.8% |
| All | +67.2% | +122.0% | -54.8% | -39.7% |
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 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