+9,127.5%
QLD vs RY
+1,009.5%
+8,117.9%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +1.1% |
| 7D | +0.6% | +3.1% | -2.5% | -2.8% |
| 30D | -0.1% | -0.3% | +0.2% | +0.1% |
| 3M | -8.4% | +8.7% | -17.0% | -16.4% |
| 6M | +32.2% | +28.5% | +3.7% | +0.6% |
| YTD | +28.9% | +25.1% | +3.8% | +1.0% |
| 1Y | +43.8% | +46.3% | -2.5% | -4.9% |
| 3Y | +176.6% | +154.9% | +21.7% | +0.2% |
| 5Y | +121.6% | +140.3% | -18.7% | -11.0% |
| 10Y | +1,652.9% | +377.0% | +1,275.9% | +263.7% |
| All | +9,127.5% | +1,009.5% | +8,117.9% | +832.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling