+218.0%
QQQ vs RVMD
+636.2%
-418.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | +1.0% | -0.7% | +1.7% | +1.1% |
| 30D | -0.6% | +0.3% | -1.0% | -0.7% |
| 3M | +1.3% | +38.9% | -37.6% | -3.1% |
| 6M | +18.1% | +108.1% | -90.0% | +5.7% |
| YTD | +16.9% | +160.7% | -143.9% | +0.4% |
| 1Y | +24.0% | +407.3% | -383.3% | -3.7% |
| 3Y | +95.6% | +546.6% | -451.0% | +41.3% |
| 5Y | +94.5% | +579.8% | -485.3% | +30.3% |
| All | +218.0% | +636.2% | -418.2% | +93.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling