+95.2%
QQQM vs RY
+139.4%
-44.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.8% | +0.4% |
| 7D | +1.0% | -0.5% | +1.5% | +1.3% |
| 30D | -0.6% | -1.9% | +1.3% | +0.5% |
| 3M | +1.3% | +5.1% | -3.8% | -2.1% |
| 6M | +18.2% | +28.2% | -10.0% | +0.3% |
| YTD | +16.9% | +22.9% | -5.9% | +1.8% |
| 1Y | +24.0% | +45.5% | -21.4% | -3.3% |
| 3Y | +96.0% | +156.7% | -60.7% | +2.8% |
| 5Y | +95.2% | +137.7% | -42.5% | +8.2% |
| All | +95.2% | +139.4% | -44.2% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 5y: compounded portfolio wealth divided by compounded RY 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…
5y analysis · Full analysis span regression · 6 months rolling