+56.8%
QQQI vs RL
+140.5%
-83.7%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -1.0% | -2.2% | +1.1% | -0.5% |
| 30D | -0.6% | -15.3% | +14.8% | +3.4% |
| 3M | +3.4% | -10.3% | +13.7% | +5.8% |
| 6M | +10.6% | -2.2% | +12.9% | +10.1% |
| YTD | +10.3% | -4.3% | +14.6% | +10.2% |
| 1Y | +16.3% | +8.9% | +7.5% | +11.9% |
| All | +56.8% | +140.5% | -83.7% | +28.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling