+1,469.9%
QQQ vs RY
+4,661.4%
-3,191.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.6% | +2.2% | +2.5% |
| 7D | -1.5% | -0.6% | -1.0% | -1.2% |
| 30D | -10.2% | +6.1% | -16.3% | -12.9% |
| 3M | -6.3% | -3.4% | -2.9% | -4.7% |
| 6M | -4.9% | +12.8% | -17.7% | -10.9% |
| YTD | +10.2% | +21.0% | -10.8% | -0.6% |
| 1Y | +8.8% | +40.5% | -31.7% | -9.3% |
| 3Y | +81.4% | +159.9% | -78.5% | +9.1% |
| 5Y | +78.5% | +125.0% | -46.5% | +15.5% |
| 10Y | +523.8% | +350.6% | +173.2% | +180.1% |
| All | +1,469.9% | +4,661.4% | -3,191.5% | +122.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling