+79.6%
QQQ vs RL
+243.2%
-163.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | 0.0% |
| 7D | +6.4% | +2.4% | +4.0% | +5.5% |
| 30D | -7.5% | +4.6% | -12.0% | -8.9% |
| 3M | -4.8% | -1.1% | -3.7% | -4.7% |
| 6M | -2.5% | +16.5% | -19.0% | -8.6% |
| YTD | +12.4% | +11.4% | +1.0% | +6.3% |
| 1Y | +11.3% | +16.1% | -4.8% | +3.4% |
| 3Y | +85.0% | +252.6% | -167.6% | +7.4% |
| 5Y | +79.6% | +244.9% | -165.2% | -1.2% |
| All | +79.6% | +243.2% | -163.5% | -1.2% |
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