+558.6%
QQQ vs RIG
-41.2%
+599.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.0% |
| 7D | -0.6% | -3.1% | +2.5% | -0.3% |
| 30D | -1.2% | -0.5% | -0.7% | -1.2% |
| 3M | -0.2% | -6.0% | +5.8% | +0.1% |
| 6M | +17.9% | -10.1% | +28.1% | +18.4% |
| YTD | +16.6% | +37.3% | -20.6% | +12.3% |
| 1Y | +23.0% | +73.9% | -50.9% | +15.5% |
| 3Y | +92.9% | -30.2% | +123.1% | +91.4% |
| 5Y | +95.6% | +62.5% | +33.1% | +74.1% |
| All | +558.6% | -41.2% | +599.7% | +462.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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