-14.3%
QLD vs ROIV
+27.9%
-42.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -4.2% | -8.5% | -11.6% |
| 7D | -18.6% | -2.4% | -16.2% | -17.9% |
| 30D | -28.3% | +3.1% | -31.4% | -28.6% |
| 3M | -20.4% | +5.8% | -26.2% | -22.1% |
| 6M | -14.3% | +29.3% | -43.6% | -20.4% |
| All | -14.3% | +27.9% | -42.1% | -20.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling