+96.2%
QQQ vs RL
+211.8%
-115.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.2% |
| 7D | +1.5% | +1.9% | -0.4% | +1.0% |
| 30D | -0.6% | -12.2% | +11.6% | +3.0% |
| 3M | +0.4% | -6.6% | +7.1% | +2.0% |
| 6M | +20.1% | +3.2% | +16.9% | +17.6% |
| YTD | +17.2% | -1.3% | +18.5% | +16.1% |
| 1Y | +24.7% | +13.6% | +11.1% | +17.7% |
| 3Y | +96.2% | +210.9% | -114.7% | +42.9% |
| All | +96.2% | +211.8% | -115.7% | +42.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling