+96.0%
QQQ vs RIG
+56.9%
+39.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | +1.0% | -8.2% | +9.2% | +1.9% |
| 30D | -0.6% | -0.2% | -0.5% | -0.7% |
| 3M | +1.3% | -2.7% | +4.0% | +1.3% |
| 6M | +18.1% | -7.5% | +25.6% | +18.3% |
| YTD | +16.9% | +38.3% | -21.4% | +11.3% |
| 1Y | +24.0% | +81.8% | -57.9% | +13.9% |
| 3Y | +95.6% | -30.2% | +125.8% | +91.9% |
| All | +96.0% | +56.9% | +39.1% | +67.3% |
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