+14.7%
QLD vs ROK
+25.3%
-10.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.4% | +2.3% |
| 7D | -9.4% | 0.0% | -9.4% | -9.3% |
| 30D | -17.1% | -2.5% | -14.6% | -15.6% |
| 3M | -10.4% | 0.0% | -10.4% | -10.4% |
| 6M | +0.7% | +11.6% | -10.8% | -6.0% |
| YTD | +17.7% | +15.2% | +2.6% | +4.3% |
| 1Y | +14.7% | +25.0% | -10.3% | -4.8% |
| All | +14.7% | +25.3% | -10.6% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 1y: compounded portfolio wealth divided by compounded ROK 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…
1y analysis · Full analysis span regression · 6 months rolling