-22.2%
RKT vs QLD
+317.1%
-339.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.5% | -1.3% |
| 7D | +2.1% | +0.6% | +1.5% | +1.9% |
| 30D | +1.4% | -0.1% | +1.6% | +1.6% |
| 3M | +6.3% | -8.4% | +14.6% | +10.0% |
| 6M | -15.5% | +32.2% | -47.7% | -26.4% |
| YTD | -27.4% | +28.9% | -56.3% | -36.1% |
| 1Y | -26.6% | +43.8% | -70.4% | -38.9% |
| 3Y | +41.2% | +176.6% | -135.4% | -21.6% |
| 5Y | -6.4% | +121.6% | -128.0% | -47.3% |
| All | -22.2% | +317.1% | -339.3% | -69.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling