-2.0%
RKT vs QLD
+61.4%
-63.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -12.7% | +11.5% | +4.6% |
| 7D | +24.3% | -18.6% | +42.9% | +35.5% |
| 30D | +27.9% | -28.3% | +56.2% | +47.5% |
| 3M | +6.9% | -20.4% | +27.3% | +17.1% |
| 6M | +5.2% | -14.3% | +19.5% | +10.4% |
| YTD | -23.5% | +2.8% | -26.2% | -26.5% |
| 1Y | -9.1% | -1.2% | -7.9% | -11.0% |
| 3Y | +81.5% | +135.3% | -53.8% | +4.0% |
| 5Y | -2.0% | +62.6% | -64.6% | -41.1% |
| All | -2.0% | +61.4% | -63.4% | -41.1% |
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 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