+176.1%
QLD vs ROIV
+200.3%
-24.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | -0.1% |
| 7D | +0.6% | +0.6% | -0.1% | +0.4% |
| 30D | -0.1% | +1.0% | -1.1% | -0.6% |
| 3M | -8.4% | +18.3% | -26.6% | -12.9% |
| 6M | +32.2% | +18.3% | +13.9% | +25.0% |
| YTD | +28.9% | +61.0% | -32.1% | +11.0% |
| 1Y | +43.8% | +177.9% | -134.1% | +3.4% |
| All | +176.1% | +200.3% | -24.3% | +82.8% |
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