+552.9%
QQQ vs RL
+308.3%
+244.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.1% |
| 7D | -1.3% | -2.2% | +0.9% | -0.7% |
| 30D | -1.4% | -15.3% | +14.0% | +3.0% |
| 3M | +2.3% | -10.3% | +12.6% | +5.0% |
| 6M | +16.9% | -2.2% | +19.1% | +16.5% |
| YTD | +15.6% | -4.3% | +19.9% | +15.7% |
| 1Y | +22.6% | +8.9% | +13.8% | +18.2% |
| 3Y | +93.5% | +201.4% | -107.9% | +40.1% |
| 5Y | +93.9% | +230.6% | -136.7% | +34.4% |
| All | +552.9% | +308.3% | +244.5% | +325.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling