+2,981.4%
QQQ vs RSP
+1,139.7%
+1,841.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.4% |
| 6M | +18.0% | +8.8% | +9.2% | +9.3% |
| YTD | +17.3% | +15.3% | +2.1% | +3.1% |
| 1Y | +25.6% | +18.3% | +7.3% | +7.7% |
| 3Y | +93.7% | +52.8% | +40.9% | +32.0% |
| 5Y | +94.2% | +51.7% | +42.4% | +35.0% |
| 10Y | +557.9% | +208.5% | +349.4% | +140.1% |
| All | +2,981.4% | +1,139.7% | +1,841.7% | +169.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling