+542.4%
QQQ vs RSP
+211.7%
+330.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.5% | +0.5% |
| 7D | +6.4% | +1.8% | +4.6% | +4.6% |
| 30D | -7.5% | +3.5% | -10.9% | -10.4% |
| 3M | -4.8% | +0.2% | -5.0% | -5.0% |
| 6M | -2.5% | +9.1% | -11.6% | -10.3% |
| YTD | +12.4% | +16.6% | -4.2% | -3.0% |
| 1Y | +11.3% | +17.9% | -6.6% | -5.0% |
| 3Y | +85.0% | +64.6% | +20.4% | +15.0% |
| 5Y | +79.6% | +48.4% | +31.2% | +24.2% |
| All | +542.4% | +211.7% | +330.7% | +126.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling