+78.5%
QQQ vs RSP
+49.0%
+29.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.6% |
| 7D | -1.5% | +0.7% | -2.3% | -2.2% |
| 30D | -10.2% | +3.7% | -13.9% | -13.7% |
| 3M | -6.3% | +0.7% | -7.0% | -7.0% |
| 6M | -4.9% | +9.0% | -14.0% | -13.8% |
| YTD | +10.2% | +16.7% | -6.5% | -7.4% |
| 1Y | +8.8% | +19.0% | -10.2% | -10.7% |
| 3Y | +81.4% | +64.7% | +16.6% | +1.7% |
| 5Y | +78.5% | +49.6% | +28.9% | +13.2% |
| All | +78.5% | +49.0% | +29.5% | +13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling