+64.2%
RGTI vs QLD
+120.9%
-56.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.2% |
| 7D | +5.5% | +3.0% | +2.5% | +2.6% |
| 30D | -11.9% | -1.8% | -10.1% | -10.0% |
| 3M | -27.4% | -1.8% | -25.6% | -24.9% |
| 6M | -7.1% | +36.9% | -43.9% | -27.2% |
| YTD | -28.6% | +28.7% | -57.3% | -40.7% |
| 1Y | +4.4% | +41.9% | -37.5% | -19.3% |
| 3Y | +698.5% | +184.2% | +514.3% | +288.0% |
| 5Y | +64.2% | +122.1% | -57.9% | -18.9% |
| All | +64.2% | +120.9% | -56.7% | -18.9% |
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