+1,351.8%
QLD vs ROP
+195.2%
+1,156.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.9% | +5.5% | +5.3% |
| 7D | -10.3% | +2.1% | -12.4% | -12.4% |
| 30D | -26.1% | +32.9% | -59.0% | -45.6% |
| 3M | -17.8% | +20.0% | -37.8% | -33.7% |
| 6M | -15.6% | +36.4% | -52.0% | -43.6% |
| YTD | +5.4% | +7.8% | -2.5% | -10.7% |
| 1Y | +5.2% | +8.0% | -2.8% | -11.3% |
| 3Y | +139.4% | -3.5% | +142.9% | +130.0% |
| 5Y | +66.7% | +1.5% | +65.2% | +55.7% |
| All | +1,351.8% | +195.2% | +1,156.6% | +463.5% |
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