+213.4%
RSP vs QLD
+1,375.1%
-1,161.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -1.2% |
| 7D | -1.0% | -10.3% | +9.2% | +2.1% |
| 30D | +2.6% | -26.1% | +28.6% | +12.1% |
| 3M | -0.8% | -17.8% | +17.0% | +4.6% |
| 6M | +6.3% | -15.6% | +21.8% | +9.8% |
| YTD | +14.1% | +5.4% | +8.8% | +9.0% |
| 1Y | +18.0% | +5.2% | +12.8% | +12.5% |
| 3Y | +61.0% | +139.4% | -78.4% | +11.4% |
| 5Y | +45.6% | +66.7% | -21.1% | +6.7% |
| All | +213.4% | +1,375.1% | -1,161.7% | +2.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling