+96.4%
QQQM vs RBA
+39.4%
+57.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.8% | -2.9% | -0.1% |
| 7D | -0.6% | +0.1% | -0.6% | -0.6% |
| 30D | -1.2% | -2.9% | +1.7% | -0.5% |
| 3M | -0.1% | -20.9% | +20.8% | +5.4% |
| 6M | +18.0% | -17.7% | +35.6% | +22.9% |
| YTD | +16.7% | -18.2% | +34.9% | +21.2% |
| 1Y | +23.0% | -29.1% | +52.1% | +33.0% |
| 3Y | +93.3% | +29.5% | +63.8% | +75.1% |
| All | +96.4% | +39.4% | +57.1% | +65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 5y: compounded portfolio wealth divided by compounded RBA 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…
5y analysis · Full analysis span regression · 6 months rolling