+552.9%
QQQ vs RSP
+209.2%
+343.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.4% |
| 7D | -1.3% | -3.1% | +1.9% | +1.8% |
| 30D | -1.4% | -3.4% | +2.0% | +2.0% |
| 3M | +2.3% | +3.6% | -1.3% | -1.2% |
| 6M | +16.9% | +9.0% | +7.9% | +7.7% |
| YTD | +15.6% | +12.2% | +3.4% | +3.5% |
| 1Y | +22.6% | +15.6% | +7.1% | +6.6% |
| 3Y | +93.5% | +51.6% | +41.9% | +30.1% |
| 5Y | +93.9% | +50.4% | +43.5% | +33.0% |
| All | +552.9% | +209.2% | +343.7% | +139.6% |
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