+1,351.8%
QLD vs ROK
+274.8%
+1,077.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.4% | +3.9% | +3.7% |
| 7D | -10.3% | -13.8% | +3.6% | +1.3% |
| 30D | -26.1% | -14.9% | -11.1% | -15.5% |
| 3M | -17.8% | -14.7% | -3.1% | -6.4% |
| 6M | -15.6% | -17.7% | +2.1% | -1.5% |
| YTD | +5.4% | -2.5% | +7.8% | +5.3% |
| 1Y | +5.2% | +2.3% | +3.0% | +1.2% |
| 3Y | +139.4% | +52.7% | +86.7% | +55.0% |
| 5Y | +66.7% | +20.5% | +46.2% | +32.4% |
| All | +1,351.8% | +274.8% | +1,077.1% | +511.5% |
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