+30.8%
RCL vs QLD
+8.6%
+22.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.3% |
| 7D | +8.5% | -3.8% | +12.3% | +9.7% |
| 30D | +20.4% | -20.5% | +40.9% | +31.1% |
| 3M | +11.0% | -14.6% | +25.6% | +17.0% |
| 6M | +24.9% | -14.7% | +39.5% | +30.4% |
| YTD | +23.9% | +11.2% | +12.7% | +9.9% |
| 1Y | +30.8% | +7.1% | +23.7% | +16.5% |
| All | +30.8% | +8.6% | +22.3% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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