+1,569.6%
QQQ vs RIG
-73.5%
+1,643.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.5% | +0.1% |
| 7D | +1.5% | -2.7% | +4.2% | +1.8% |
| 30D | -0.6% | +9.5% | -10.2% | -1.9% |
| 3M | +0.4% | -6.6% | +7.1% | +1.0% |
| 6M | +20.1% | -2.9% | +22.9% | +19.5% |
| YTD | +17.2% | +39.5% | -22.3% | +10.9% |
| 1Y | +24.7% | +82.3% | -57.6% | +13.4% |
| 3Y | +96.2% | -29.6% | +125.8% | +94.8% |
| 5Y | +94.4% | +63.2% | +31.2% | +63.4% |
| 10Y | +556.7% | -45.0% | +601.7% | +408.1% |
| All | +1,569.6% | -73.5% | +1,643.0% | +1,221.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling