+94.5%
QQQ vs RL
+233.3%
-138.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.1% | +0.8% |
| 7D | +1.0% | -0.3% | +1.3% | +1.0% |
| 30D | -0.6% | -17.5% | +16.9% | +5.8% |
| 3M | +1.3% | -14.0% | +15.3% | +6.1% |
| 6M | +18.1% | -2.0% | +20.1% | +17.3% |
| YTD | +16.9% | -4.6% | +21.5% | +16.8% |
| 1Y | +24.0% | +9.5% | +14.5% | +17.5% |
| 3Y | +95.6% | +200.5% | -104.9% | +23.3% |
| 5Y | +94.5% | +226.3% | -131.8% | +13.8% |
| All | +94.5% | +233.3% | -138.8% | +13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling