+2,794.9%
QQQ vs RSP
+1,155.0%
+1,639.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.6% |
| 7D | -1.5% | +0.7% | -2.3% | -2.1% |
| 30D | -10.2% | +3.7% | -13.9% | -13.1% |
| 3M | -6.3% | +0.7% | -7.0% | -6.9% |
| 6M | -4.9% | +9.0% | -14.0% | -12.1% |
| YTD | +10.2% | +16.7% | -6.5% | -4.2% |
| 1Y | +8.8% | +19.0% | -10.2% | -7.2% |
| 3Y | +81.4% | +64.7% | +16.6% | +15.4% |
| 5Y | +78.5% | +49.6% | +28.9% | +25.7% |
| 10Y | +523.8% | +213.2% | +310.6% | +124.7% |
| All | +2,794.9% | +1,155.0% | +1,639.9% | +150.6% |
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 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