+523.8%
QQQ vs RY
+354.4%
+169.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.6% | +2.2% | +2.5% |
| 7D | -1.5% | -0.6% | -1.0% | -1.1% |
| 30D | -10.2% | +6.1% | -16.3% | -13.4% |
| 3M | -6.3% | -3.4% | -2.9% | -4.4% |
| 6M | -4.9% | +12.8% | -17.7% | -12.1% |
| YTD | +10.2% | +21.0% | -10.8% | -2.7% |
| 1Y | +8.8% | +40.5% | -31.7% | -12.6% |
| 3Y | +81.4% | +159.9% | -78.5% | -2.2% |
| 5Y | +78.5% | +125.0% | -46.5% | +5.0% |
| 10Y | +523.8% | +350.6% | +173.2% | +161.0% |
| All | +523.8% | +354.4% | +169.5% | +161.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling