+77.5%
QQQ vs RIG
+62.5%
+15.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.1% | -5.3% | -1.7% |
| 7D | +3.6% | +5.7% | -2.1% | +3.0% |
| 30D | -6.7% | -0.7% | -6.0% | -6.9% |
| 3M | -7.0% | -3.1% | -3.9% | -7.1% |
| 6M | -4.7% | -16.3% | +11.6% | -3.5% |
| YTD | +11.1% | +34.1% | -23.1% | +5.5% |
| 1Y | +12.3% | +38.2% | -25.9% | +6.2% |
| 3Y | +83.3% | -15.3% | +98.6% | +75.8% |
| All | +77.5% | +62.5% | +15.1% | +50.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling