+202.3%
QLD vs ROIV
+264.1%
-61.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.1% | -4.2% | +0.6% |
| 7D | -9.4% | +3.0% | -12.4% | -9.9% |
| 30D | -17.1% | +6.8% | -23.9% | -18.2% |
| 3M | -10.4% | +10.5% | -20.9% | -12.8% |
| 6M | +0.7% | +34.8% | -34.1% | -6.0% |
| YTD | +17.7% | +76.2% | -58.4% | +3.7% |
| 1Y | +14.7% | +92.4% | -77.7% | -1.0% |
| 3Y | +169.6% | +312.0% | -142.3% | +100.0% |
| 5Y | +86.7% | +388.3% | -301.6% | +14.9% |
| All | +202.3% | +264.1% | -61.8% | +111.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling