+58.2%
QQQI vs RL
+139.8%
-81.5%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | +0.6% |
| 7D | +0.8% | -0.3% | +1.1% | +0.9% |
| 30D | +0.2% | -17.5% | +17.7% | +4.8% |
| 3M | +2.3% | -14.0% | +16.3% | +5.8% |
| 6M | +11.6% | -2.0% | +13.6% | +11.0% |
| YTD | +11.3% | -4.6% | +15.9% | +11.2% |
| 1Y | +17.4% | +9.5% | +7.9% | +12.8% |
| All | +58.2% | +139.8% | -81.5% | +30.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling