+234.8%
RCL vs QLD
+121.5%
+113.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.5% | -0.3% |
| 7D | -5.1% | +0.6% | -5.7% | -5.4% |
| 30D | -19.0% | -0.1% | -18.9% | -19.1% |
| 3M | -9.6% | -8.4% | -1.2% | -6.6% |
| 6M | -6.7% | +32.2% | -38.9% | -22.1% |
| YTD | -3.9% | +28.9% | -32.8% | -18.9% |
| 1Y | -25.1% | +43.8% | -68.9% | -41.5% |
| 3Y | +179.1% | +176.6% | +2.5% | +41.4% |
| All | +234.8% | +121.5% | +113.3% | +76.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling