+25.6%
QQQ vs RVMD
+430.6%
-405.0%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | +0.4% | +1.0% | -0.7% | +0.3% |
| 30D | +0.2% | +6.4% | -6.2% | -0.2% |
| 3M | -2.8% | +34.9% | -37.7% | -4.6% |
| 6M | +18.0% | +107.6% | -89.6% | +13.2% |
| YTD | +17.3% | +163.7% | -146.4% | +10.9% |
| 1Y | +25.6% | +439.2% | -413.6% | +13.3% |
| All | +25.6% | +430.6% | -405.0% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 1y: compounded portfolio wealth divided by compounded RVMD 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…
1y analysis · Full analysis span regression · 6 months rolling