+1,481.8%
QQQ vs RIG
-74.5%
+1,556.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.1% | -5.3% | -1.7% |
| 7D | +3.6% | +5.7% | -2.1% | +2.9% |
| 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% | -3.3% |
| YTD | +11.1% | +34.1% | -23.1% | +5.2% |
| 1Y | +12.3% | +38.2% | -25.9% | +5.8% |
| 3Y | +83.3% | -15.3% | +98.6% | +77.4% |
| 5Y | +77.5% | +62.5% | +15.0% | +49.4% |
| 10Y | +528.3% | -46.6% | +574.9% | +388.3% |
| All | +1,481.8% | -74.5% | +1,556.3% | +1,152.9% |
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