+1,570.9%
QQQ vs RCL
+1,025.6%
+545.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +0.4% | -5.1% | +5.4% | +1.6% |
| 30D | +0.2% | -19.0% | +19.2% | +5.2% |
| 3M | -2.8% | -9.6% | +6.8% | -0.9% |
| 6M | +18.0% | -6.7% | +24.7% | +18.9% |
| YTD | +17.3% | -3.9% | +21.2% | +16.3% |
| 1Y | +25.6% | -25.1% | +50.7% | +31.3% |
| 3Y | +93.7% | +179.1% | -85.4% | +45.4% |
| 5Y | +94.2% | +243.3% | -149.2% | +31.8% |
| 10Y | +557.9% | +325.8% | +232.1% | +251.6% |
| All | +1,570.9% | +1,025.6% | +545.3% | +374.0% |
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