+552.9%
QQQ vs RY
+377.5%
+175.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.8% |
| 7D | -1.3% | -2.9% | +1.6% | +0.5% |
| 30D | -1.4% | -2.0% | +0.7% | -0.2% |
| 3M | +2.3% | +4.9% | -2.6% | -0.9% |
| 6M | +16.9% | +26.1% | -9.3% | +0.8% |
| YTD | +15.6% | +22.4% | -6.7% | +1.5% |
| 1Y | +22.6% | +44.7% | -22.1% | -3.2% |
| 3Y | +93.5% | +155.7% | -62.1% | +5.4% |
| 5Y | +93.9% | +137.7% | -43.8% | +10.4% |
| All | +552.9% | +377.5% | +175.4% | +158.1% |
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