+1,426.4%
QQQ vs RY
+4,631.7%
-3,205.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +2.1% |
| 7D | -5.0% | -0.9% | -4.1% | -4.5% |
| 30D | -13.4% | +5.9% | -19.3% | -15.9% |
| 3M | -8.1% | -4.3% | -3.8% | -6.1% |
| 6M | -5.5% | +12.1% | -17.6% | -11.2% |
| YTD | +7.2% | +20.3% | -13.1% | -3.0% |
| 1Y | +7.8% | +41.0% | -33.2% | -10.3% |
| 3Y | +80.7% | +157.5% | -76.8% | +9.2% |
| 5Y | +69.6% | +123.2% | -53.6% | +10.2% |
| 10Y | +517.8% | +365.7% | +152.1% | +173.0% |
| All | +1,426.4% | +4,631.7% | -3,205.3% | +116.5% |
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