+4.5%
QQQM vs RSG
+21.1%
-16.6%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +1.6% | -8.0% | -5.6% |
| 7D | -9.4% | +5.6% | -15.0% | -7.0% |
| 30D | -14.7% | +16.1% | -30.8% | -8.7% |
| 3M | -9.6% | +20.5% | -30.0% | -1.7% |
| 6M | -4.7% | +22.7% | -27.4% | +4.1% |
| YTD | +5.9% | +18.7% | -12.8% | +15.3% |
| 1Y | +4.5% | +21.9% | -17.4% | +15.1% |
| All | +4.5% | +21.1% | -16.6% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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