+67.2%
QLD vs ROIV
+378.2%
-311.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.2% | -3.6% | +1.2% |
| 7D | -10.3% | +5.3% | -15.6% | -11.2% |
| 30D | -26.1% | +11.9% | -37.9% | -27.8% |
| 3M | -17.8% | +10.7% | -28.5% | -20.1% |
| 6M | -15.6% | +34.9% | -50.5% | -21.7% |
| YTD | +5.4% | +79.2% | -73.8% | -8.5% |
| 1Y | +5.2% | +89.0% | -83.8% | -9.9% |
| 3Y | +139.4% | +337.3% | -197.9% | +71.1% |
| All | +67.2% | +378.2% | -311.1% | -4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling