+534.7%
QQQ vs RSP
+212.4%
+322.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.4% |
| 7D | +3.6% | +2.4% | +1.3% | +1.3% |
| 30D | -6.7% | +4.3% | -11.0% | -10.4% |
| 3M | -7.0% | -0.3% | -6.7% | -6.7% |
| 6M | -4.7% | +9.8% | -14.5% | -12.9% |
| YTD | +11.1% | +16.8% | -5.8% | -4.4% |
| 1Y | +12.3% | +19.5% | -7.2% | -5.4% |
| 3Y | +83.3% | +65.1% | +18.2% | +13.6% |
| 5Y | +77.5% | +48.7% | +28.8% | +22.5% |
| All | +534.7% | +212.4% | +322.3% | +122.8% |
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