+9,127.5%
QLD vs ROK
+889.3%
+8,238.1%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -0.8% |
| 7D | +0.6% | +0.7% | -0.1% | 0.0% |
| 30D | -0.1% | -3.3% | +3.2% | +2.6% |
| 3M | -8.4% | -5.9% | -2.5% | -4.0% |
| 6M | +32.2% | +13.9% | +18.3% | +17.1% |
| YTD | +28.9% | +12.6% | +16.3% | +14.2% |
| 1Y | +43.8% | +28.6% | +15.2% | +13.7% |
| 3Y | +176.6% | +45.1% | +131.5% | +87.2% |
| 5Y | +121.6% | +45.6% | +76.0% | +51.9% |
| 10Y | +1,652.9% | +345.0% | +1,307.9% | +338.8% |
| All | +9,127.5% | +889.3% | +8,238.1% | +824.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling