+149.8%
QQQM vs RNG
-76.0%
+225.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.9% |
| 7D | -1.3% | -9.6% | +8.3% | +0.4% |
| 30D | -1.4% | +8.8% | -10.2% | -2.9% |
| 3M | +2.2% | +78.6% | -76.4% | -8.8% |
| 6M | +16.9% | +70.3% | -53.4% | +4.1% |
| YTD | +15.7% | +140.3% | -124.7% | -5.4% |
| 1Y | +22.7% | +126.6% | -103.9% | +1.1% |
| 3Y | +93.9% | +120.2% | -26.3% | +53.8% |
| 5Y | +94.6% | -68.3% | +162.9% | +107.0% |
| All | +149.8% | -76.0% | +225.8% | +177.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling