+25.6%
QQQ vs RSP
+18.9%
+6.6%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.6% |
| 7D | +0.4% | -0.8% | +1.1% | +1.1% |
| 30D | +0.2% | -0.3% | +0.6% | +0.5% |
| 3M | -2.8% | +4.3% | -7.1% | -6.8% |
| 6M | +18.0% | +8.8% | +9.2% | +8.0% |
| YTD | +17.3% | +15.3% | +2.1% | +2.4% |
| 1Y | +25.6% | +18.3% | +7.3% | +8.0% |
| All | +25.6% | +18.9% | +6.6% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RSP.
Daily Out/Under-Performance
Portfolio return minus RSP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSP 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 1y: compounded portfolio wealth divided by compounded RSP 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…
1y analysis · Full analysis span regression · 6 months rolling