+633.6%
RSP vs QLD
+8,245.8%
-7,612.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.1% |
| 7D | +2.7% | -9.4% | +12.1% | +6.6% |
| 30D | +5.8% | -17.1% | +22.8% | +13.3% |
| 3M | +1.8% | -10.4% | +12.2% | +5.5% |
| 6M | +11.6% | +0.7% | +10.9% | +8.6% |
| YTD | +18.0% | +17.7% | +0.2% | +7.0% |
| 1Y | +21.8% | +14.7% | +7.2% | +11.3% |
| 3Y | +65.6% | +169.6% | -104.1% | +0.2% |
| 5Y | +51.6% | +86.7% | -35.0% | -1.9% |
| 10Y | +231.0% | +1,600.8% | -1,369.8% | -34.5% |
| All | +633.6% | +8,245.8% | -7,612.2% | -49.9% |
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