+189.5%
QLD vs ROIV
+276.5%
-87.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.2% |
| 7D | +7.0% | +1.7% | +5.3% | +6.7% |
| 30D | -14.3% | +17.6% | -31.9% | -17.0% |
| 3M | -16.0% | +9.0% | -25.0% | -17.9% |
| 6M | -14.2% | +35.3% | -49.5% | -20.0% |
| YTD | +12.8% | +82.2% | -69.4% | -1.3% |
| 1Y | +14.1% | +92.3% | -78.2% | -1.4% |
| 3Y | +146.0% | +336.8% | -190.8% | +80.7% |
| 5Y | +82.0% | +370.6% | -288.6% | +11.5% |
| All | +189.5% | +276.5% | -87.0% | +101.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 10y: compounded portfolio wealth divided by compounded ROIV 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…
10y analysis · Full analysis span regression · 6 months rolling