+1.7%
RKT vs QLD
+66.7%
-65.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.5% | -0.9% | +0.4% |
| 7D | +17.7% | -10.3% | +27.9% | +23.0% |
| 30D | +31.6% | -26.1% | +57.7% | +49.7% |
| 3M | +13.9% | -17.8% | +31.7% | +22.9% |
| 6M | +2.8% | -15.6% | +18.4% | +8.7% |
| YTD | -22.2% | +5.4% | -27.6% | -26.1% |
| 1Y | -3.5% | +5.2% | -8.8% | -8.3% |
| 3Y | +95.3% | +139.4% | -44.2% | +11.2% |
| All | +1.7% | +66.7% | -65.1% | -39.4% |
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