+11.3%
QQQ vs RL
+17.3%
-5.9%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | +6.4% | +2.4% | +4.0% | +5.8% |
| 30D | -7.5% | +4.6% | -12.0% | -8.1% |
| 3M | -4.8% | -1.1% | -3.7% | -4.5% |
| 6M | -2.5% | +16.5% | -19.0% | -5.5% |
| YTD | +12.4% | +11.4% | +1.0% | +8.7% |
| 1Y | +11.3% | +16.1% | -4.8% | +6.4% |
| All | +11.3% | +17.3% | -5.9% | +6.4% |
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