+612.4%
RSP vs QLD
+7,183.5%
-6,571.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -12.7% | +9.8% | +2.1% |
| 7D | -1.4% | -18.6% | +17.1% | +6.3% |
| 30D | +2.1% | -28.3% | +30.4% | +15.5% |
| 3M | -0.9% | -20.4% | +19.5% | +7.2% |
| 6M | +7.5% | -14.3% | +21.8% | +11.1% |
| YTD | +14.6% | +2.8% | +11.8% | +9.2% |
| 1Y | +17.6% | -1.2% | +18.8% | +13.5% |
| 3Y | +60.8% | +135.3% | -74.5% | +2.4% |
| 5Y | +46.1% | +62.6% | -16.4% | -0.5% |
| 10Y | +221.4% | +1,384.3% | -1,162.9% | -33.1% |
| All | +612.4% | +7,183.5% | -6,571.1% | -48.8% |
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 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