+261.1%
RCL vs QLD
+66.7%
+194.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.5% | -1.2% | 0.0% |
| 7D | +6.5% | -10.3% | +16.8% | +12.5% |
| 30D | +15.9% | -26.1% | +41.9% | +35.8% |
| 3M | +2.7% | -17.8% | +20.4% | +12.8% |
| 6M | +15.2% | -15.6% | +30.8% | +22.4% |
| YTD | +19.2% | +5.4% | +13.9% | +10.9% |
| 1Y | +31.6% | +5.2% | +26.4% | +21.8% |
| 3Y | +274.2% | +139.4% | +134.7% | +100.3% |
| All | +261.1% | +66.7% | +194.4% | +112.1% |
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