-23.5%
RKT vs QLD
+10.8%
-34.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.6% | -4.4% | -4.8% |
| 7D | -7.5% | +12.5% | -20.0% | -12.4% |
| 30D | +26.6% | -15.7% | +42.3% | +36.7% |
| 3M | -2.4% | -11.9% | +9.5% | +2.4% |
| 6M | -7.4% | -10.3% | +2.9% | -5.7% |
| YTD | -29.2% | +15.6% | -44.8% | -40.4% |
| 1Y | -23.5% | +12.1% | -35.7% | -34.1% |
| All | -23.5% | +10.8% | -34.3% | -34.1% |
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 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