+1,481.8%
QQQ vs RCL
+1,280.3%
+201.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | +3.6% | -1.2% | +4.8% | +3.9% |
| 30D | -6.7% | +17.8% | -24.6% | -10.4% |
| 3M | -7.0% | +4.9% | -12.0% | -8.5% |
| 6M | -4.7% | +23.7% | -28.4% | -10.1% |
| YTD | +11.1% | +17.8% | -6.8% | +4.6% |
| 1Y | +12.3% | +28.9% | -16.6% | +3.2% |
| 3Y | +83.3% | +241.9% | -158.6% | +30.9% |
| 5Y | +77.5% | +295.4% | -217.9% | +16.4% |
| 10Y | +528.3% | +344.1% | +184.2% | +233.8% |
| All | +1,481.8% | +1,280.3% | +201.5% | +326.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling