-5.4%
RKT vs QLD
+80.9%
-86.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +1.1% |
| 7D | -9.0% | +7.0% | -16.0% | -11.9% |
| 30D | +30.2% | -14.3% | +44.5% | +37.8% |
| 3M | -8.8% | -16.0% | +7.2% | -2.7% |
| 6M | -0.9% | -14.2% | +13.3% | +3.9% |
| YTD | -29.2% | +12.8% | -41.9% | -35.0% |
| 1Y | -20.1% | +14.1% | -34.1% | -27.0% |
| 3Y | +81.3% | +146.0% | -64.6% | +2.2% |
| All | -5.4% | +80.9% | -86.3% | -45.9% |
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