+49.6%
RSP vs QLD
+81.6%
-32.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.3% |
| 7D | +0.7% | -3.8% | +4.5% | +1.5% |
| 30D | +3.7% | -20.5% | +24.2% | +9.8% |
| 3M | +0.7% | -14.6% | +15.3% | +4.4% |
| 6M | +9.0% | -14.7% | +23.7% | +11.9% |
| YTD | +16.7% | +11.2% | +5.5% | +10.3% |
| 1Y | +19.0% | +7.1% | +11.9% | +13.5% |
| 3Y | +64.7% | +141.1% | -76.4% | +18.1% |
| 5Y | +49.6% | +84.3% | -34.7% | +6.5% |
| All | +49.6% | +81.6% | -32.0% | +6.5% |
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