+86.6%
QLD vs ROK
+32.5%
+54.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.2% | -0.2% |
| 7D | +12.5% | +6.1% | +6.4% | +7.2% |
| 30D | -15.7% | -6.5% | -9.2% | -10.8% |
| 3M | -11.9% | -10.2% | -1.7% | -3.7% |
| 6M | -10.3% | -10.6% | +0.4% | -2.0% |
| YTD | +15.6% | +4.9% | +10.7% | +8.6% |
| 1Y | +12.1% | +3.8% | +8.3% | +6.4% |
| 3Y | +150.7% | +63.5% | +87.2% | +46.5% |
| 5Y | +86.6% | +30.9% | +55.7% | +36.7% |
| All | +86.6% | +32.5% | +54.1% | +36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling