+153.2%
QQQM vs RCL
+323.7%
-170.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +1.5% | -0.5% | +1.9% | +1.6% |
| 30D | -0.7% | -17.3% | +16.7% | +3.4% |
| 3M | +0.4% | -2.8% | +3.2% | +0.7% |
| 6M | +20.1% | -4.4% | +24.4% | +20.2% |
| YTD | +17.2% | -4.2% | +21.4% | +16.4% |
| 1Y | +24.7% | -23.4% | +48.1% | +29.4% |
| 3Y | +96.6% | +179.4% | -82.8% | +52.8% |
| 5Y | +95.0% | +238.8% | -143.7% | +37.5% |
| All | +153.2% | +323.7% | -170.5% | +78.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling