+559.9%
QQQ vs RCL
+345.4%
+214.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.1% |
| 7D | +1.0% | -2.2% | +3.2% | +1.4% |
| 30D | -0.6% | -15.7% | +15.0% | +2.7% |
| 3M | +1.3% | -8.0% | +9.3% | +2.7% |
| 6M | +18.1% | -10.1% | +28.3% | +19.8% |
| YTD | +16.9% | -5.9% | +22.8% | +16.6% |
| 1Y | +24.0% | -23.5% | +47.5% | +28.2% |
| 3Y | +95.6% | +174.4% | -78.8% | +56.1% |
| 5Y | +94.5% | +227.1% | -132.6% | +44.0% |
| All | +559.9% | +345.4% | +214.5% | +383.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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