+94.6%
QQQ vs RY
+142.1%
-47.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.6% |
| 7D | +0.4% | +3.1% | -2.8% | -1.6% |
| 30D | +0.2% | -0.3% | +0.6% | +0.4% |
| 3M | -2.8% | +8.7% | -11.5% | -8.1% |
| 6M | +18.0% | +28.5% | -10.5% | -0.1% |
| YTD | +17.3% | +25.1% | -7.8% | +0.9% |
| 1Y | +25.6% | +46.3% | -20.7% | -2.6% |
| 3Y | +93.7% | +154.9% | -61.2% | +2.1% |
| All | +94.6% | +142.1% | -47.6% | +5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling