+12.3%
QQQ vs RL
+34.3%
-22.1%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.5% | -3.5% | +0.1% |
| 7D | -4.6% | +5.8% | -10.4% | -5.7% |
| 30D | -8.5% | +12.7% | -21.2% | -10.6% |
| 3M | -4.3% | +9.3% | -13.7% | -6.1% |
| 6M | +3.1% | +16.9% | -13.9% | -0.2% |
| YTD | +13.0% | +17.5% | -4.4% | +8.0% |
| 1Y | +12.3% | +34.6% | -22.4% | +2.0% |
| All | +12.3% | +34.3% | -22.1% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 1y: compounded portfolio wealth divided by compounded RL 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…
1y analysis · Full analysis span regression · 6 months rolling