+152.0%
QQQM vs RIG
+583.1%
-431.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.0% |
| 7D | -0.6% | -3.1% | +2.5% | -0.3% |
| 30D | -1.2% | -0.5% | -0.7% | -1.2% |
| 3M | -0.1% | -6.0% | +5.9% | +0.2% |
| 6M | +18.0% | -10.1% | +28.1% | +18.3% |
| YTD | +16.7% | +37.3% | -20.6% | +13.0% |
| 1Y | +23.0% | +73.9% | -50.9% | +16.7% |
| 3Y | +93.3% | -30.2% | +123.5% | +89.9% |
| 5Y | +96.3% | +62.5% | +33.8% | +80.8% |
| All | +152.0% | +583.1% | -431.1% | +105.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 10y: compounded portfolio wealth divided by compounded RIG 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…
10y analysis · Full analysis span regression · 6 months rolling