+1,570.9%
QQQ vs RL
+2,110.0%
-539.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.9% | -0.4% |
| 7D | +0.4% | -0.8% | +1.2% | +0.6% |
| 30D | +0.2% | -7.8% | +8.0% | +2.4% |
| 3M | -2.8% | -4.0% | +1.2% | -2.0% |
| 6M | +18.0% | -1.9% | +19.9% | +17.4% |
| YTD | +17.3% | -0.2% | +17.5% | +15.9% |
| 1Y | +25.6% | +10.7% | +14.9% | +20.2% |
| 3Y | +93.7% | +210.8% | -117.0% | +34.8% |
| 5Y | +94.2% | +238.2% | -144.1% | +29.0% |
| 10Y | +557.9% | +313.4% | +244.5% | +275.2% |
| All | +1,570.9% | +2,110.0% | -539.0% | +432.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling