+95.7%
QQQ vs RVMD
+576.1%
-480.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -0.6% | -3.0% | +2.4% | -0.2% |
| 30D | -1.2% | -0.7% | -0.5% | -1.2% |
| 3M | -0.2% | +36.5% | -36.8% | -4.4% |
| 6M | +17.9% | +104.6% | -86.7% | +5.9% |
| YTD | +16.6% | +155.8% | -139.2% | +0.4% |
| 1Y | +23.0% | +340.7% | -317.7% | -2.7% |
| 3Y | +92.9% | +519.9% | -427.0% | +39.6% |
| All | +95.7% | +576.1% | -480.3% | +26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling