+1,418.0%
QLD vs ROP
+189.6%
+1,228.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.0% | +7.8% | +7.8% |
| 7D | -1.4% | -1.6% | +0.2% | -0.1% |
| 30D | -19.6% | +29.5% | -49.1% | -39.3% |
| 3M | -14.1% | +17.5% | -31.7% | -29.4% |
| 6M | -13.6% | +38.1% | -51.7% | -43.1% |
| YTD | +12.5% | +7.0% | +5.6% | -4.0% |
| 1Y | +13.1% | +6.5% | +6.6% | -3.3% |
| 3Y | +154.7% | -5.5% | +160.2% | +150.2% |
| 5Y | +81.1% | -0.4% | +81.5% | +72.3% |
| 10Y | +1,418.0% | +183.6% | +1,234.4% | +498.1% |
| All | +1,418.0% | +189.6% | +1,228.4% | +498.1% |
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