-16.0%
RKT vs QLD
+264.2%
-280.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.8% | -5.9% | -2.3% |
| 7D | +10.3% | -1.4% | +11.7% | +10.4% |
| 30D | +32.3% | -19.6% | +51.9% | +44.4% |
| 3M | +10.7% | -14.1% | +24.9% | +16.9% |
| 6M | -3.2% | -13.6% | +10.4% | +1.1% |
| YTD | -21.5% | +12.5% | -34.1% | -27.7% |
| 1Y | -6.0% | +13.1% | -19.2% | -13.6% |
| 3Y | +104.2% | +154.7% | -50.5% | +15.4% |
| 5Y | +2.5% | +81.1% | -78.6% | -37.7% |
| All | -16.0% | +264.2% | -280.2% | -65.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling