+46.1%
RSP vs QLD
+61.4%
-15.3%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -12.7% | +9.8% | +0.6% |
| 7D | -1.4% | -18.6% | +17.1% | +3.9% |
| 30D | +2.1% | -28.3% | +30.4% | +11.3% |
| 3M | -0.9% | -20.4% | +19.5% | +4.7% |
| 6M | +7.5% | -14.3% | +21.8% | +10.1% |
| YTD | +14.6% | +2.8% | +11.8% | +10.7% |
| 1Y | +17.6% | -1.2% | +18.8% | +14.7% |
| 3Y | +60.8% | +135.3% | -74.5% | +15.8% |
| 5Y | +46.1% | +62.6% | -16.4% | +8.1% |
| All | +46.1% | +61.4% | -15.3% | +8.1% |
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