+12.3%
QQQ vs RY
+46.4%
-34.1%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.0% | -2.1% | -0.5% |
| 7D | -4.6% | +2.5% | -7.1% | -5.8% |
| 30D | -8.5% | +8.4% | -16.9% | -12.1% |
| 3M | -4.3% | +1.2% | -5.5% | -4.8% |
| 6M | +3.1% | +19.4% | -16.3% | -6.9% |
| YTD | +13.0% | +25.4% | -12.4% | -2.2% |
| 1Y | +12.3% | +46.7% | -34.4% | -10.4% |
| All | +12.3% | +46.4% | -34.1% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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