+152.0%
QQQM vs RNG
-76.0%
+228.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -0.6% | -6.1% | +5.5% | +0.5% |
| 30D | -1.2% | +9.6% | -10.8% | -2.9% |
| 3M | -0.1% | +83.3% | -83.4% | -11.2% |
| 6M | +18.0% | +77.9% | -60.0% | +4.2% |
| YTD | +16.7% | +139.9% | -123.2% | -4.6% |
| 1Y | +23.0% | +121.7% | -98.6% | +1.9% |
| 3Y | +93.3% | +121.9% | -28.5% | +53.1% |
| 5Y | +96.3% | -68.4% | +164.6% | +108.9% |
| All | +152.0% | -76.0% | +228.0% | +180.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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