+1,520.2%
QLD vs ROK
+273.4%
+1,246.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.3% | +2.4% | +2.8% |
| 7D | -1.2% | -8.5% | +7.3% | +6.3% |
| 30D | -15.7% | -6.4% | -9.3% | -10.9% |
| 3M | -10.0% | -8.8% | -1.2% | -2.9% |
| 6M | -11.2% | -10.5% | -0.7% | -3.2% |
| YTD | +16.4% | +5.4% | +10.9% | +9.2% |
| 1Y | +12.7% | +5.0% | +7.7% | +6.2% |
| 3Y | +152.3% | +64.3% | +88.0% | +53.6% |
| 5Y | +91.8% | +34.0% | +57.8% | +39.7% |
| 10Y | +1,520.2% | +268.2% | +1,252.1% | +480.2% |
| All | +1,520.2% | +273.4% | +1,246.8% | +480.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling