+133.5%
QLD vs ROIV
+290.8%
-157.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -4.2% | -8.5% | -11.2% |
| 7D | -18.6% | -2.4% | -16.2% | -17.7% |
| 30D | -28.3% | +3.1% | -31.4% | -29.0% |
| 3M | -20.4% | +5.8% | -26.2% | -23.0% |
| 6M | -14.3% | +29.3% | -43.6% | -24.0% |
| YTD | +2.8% | +68.8% | -66.0% | -19.2% |
| 1Y | -1.2% | +81.0% | -82.2% | -25.3% |
| All | +133.5% | +290.8% | -157.3% | +16.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling