+23.0%
QQQM vs RCL
-23.0%
+46.0%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | -0.6% | -1.9% | +1.3% | -0.3% |
| 30D | -1.2% | -15.5% | +14.3% | +1.1% |
| 3M | -0.1% | -9.7% | +9.6% | +1.2% |
| 6M | +18.0% | -8.7% | +26.7% | +18.5% |
| YTD | +16.7% | -5.8% | +22.4% | +17.1% |
| 1Y | +23.0% | -24.5% | +47.5% | +23.1% |
| All | +23.0% | -23.0% | +46.0% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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