+1,547.1%
QQQ vs RSG
+3,150.2%
-1,603.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.4% | -0.9% |
| 7D | -1.3% | -1.8% | +0.5% | -0.7% |
| 30D | -1.4% | +2.8% | -4.1% | -2.3% |
| 3M | +2.3% | +4.3% | -2.0% | +0.4% |
| 6M | +16.9% | -0.5% | +17.4% | +16.1% |
| YTD | +15.6% | +5.2% | +10.4% | +12.5% |
| 1Y | +22.6% | -2.1% | +24.8% | +22.0% |
| 3Y | +93.5% | +56.5% | +37.0% | +63.0% |
| 5Y | +93.9% | +89.5% | +4.4% | +52.5% |
| 10Y | +564.6% | +424.8% | +139.8% | +277.8% |
| All | +1,547.1% | +3,150.2% | -1,603.1% | +518.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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