+53.0%
RSP vs QLD
+121.5%
-68.6%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -0.8% | +0.6% | -1.3% | -0.9% |
| 30D | -0.3% | -0.1% | -0.2% | -0.4% |
| 3M | +4.3% | -8.4% | +12.6% | +5.9% |
| 6M | +8.8% | +32.2% | -23.4% | -1.1% |
| YTD | +15.3% | +28.9% | -13.6% | +5.3% |
| 1Y | +18.3% | +43.8% | -25.5% | +4.2% |
| 3Y | +52.8% | +176.6% | -123.8% | +6.0% |
| All | +53.0% | +121.5% | -68.6% | +4.8% |
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