+1,542.6%
QLD vs ROP
+183.9%
+1,358.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.7% | -0.7% |
| 7D | +12.5% | -2.7% | +15.2% | +15.2% |
| 30D | -15.7% | +29.7% | -45.4% | -36.5% |
| 3M | -11.9% | +21.2% | -33.1% | -29.7% |
| 6M | -10.3% | +48.3% | -58.5% | -45.2% |
| YTD | +15.6% | +8.4% | +7.2% | -2.6% |
| 1Y | +12.1% | +6.0% | +6.1% | -3.2% |
| 3Y | +150.7% | -5.6% | +156.3% | +147.4% |
| 5Y | +86.6% | +1.3% | +85.3% | +74.7% |
| All | +1,542.6% | +183.9% | +1,358.6% | +490.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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