+16.9%
QQQI vs RL
+8.8%
+8.1%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.8% |
| 7D | -0.3% | -3.4% | +3.1% | +0.3% |
| 30D | -0.3% | -14.4% | +14.2% | +2.5% |
| 3M | +1.3% | -13.6% | +14.9% | +3.9% |
| 6M | +11.5% | +0.6% | +10.9% | +10.2% |
| YTD | +11.3% | -3.6% | +14.9% | +10.7% |
| 1Y | +16.9% | +8.3% | +8.5% | +12.4% |
| All | +16.9% | +8.8% | +8.1% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 1y: compounded portfolio wealth divided by compounded RL 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…
1y analysis · Full analysis span regression · 6 months rolling