+723.8%
RTX vs QLD
+9,036.4%
-8,312.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -5.2% | +0.6% | -5.7% | -5.4% |
| 30D | -9.4% | -0.1% | -9.2% | -9.5% |
| 3M | +12.3% | -8.4% | +20.6% | +13.7% |
| 6M | -3.1% | +32.2% | -35.3% | -14.1% |
| YTD | +10.7% | +28.9% | -18.2% | -1.3% |
| 1Y | +28.4% | +43.8% | -15.4% | +9.5% |
| 3Y | +147.1% | +176.6% | -29.5% | +55.8% |
| 5Y | +167.2% | +121.6% | +45.7% | +66.4% |
| 10Y | +274.7% | +1,652.9% | -1,378.2% | -15.3% |
| All | +723.8% | +9,036.4% | -8,312.7% | -31.5% |
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