+14.7%
RTX vs QLD
+13.1%
+1.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.9% | -4.5% | -2.6% |
| 7D | +1.3% | -9.4% | +10.7% | +1.2% |
| 30D | +7.6% | -17.1% | +24.7% | +7.6% |
| 3M | -8.6% | -10.4% | +1.8% | -8.8% |
| 6M | +15.6% | +0.7% | +14.9% | +12.5% |
| YTD | +9.4% | +17.7% | -8.4% | +2.5% |
| 1Y | +14.7% | +14.7% | 0.0% | +7.7% |
| All | +14.7% | +13.1% | +1.5% | +7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling