+12.1%
QLD vs ROP
+8.8%
+3.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.7% | -0.6% |
| 7D | +12.5% | -2.7% | +15.2% | +11.8% |
| 30D | -15.7% | +29.7% | -45.4% | -10.2% |
| 3M | -11.9% | +21.2% | -33.1% | -7.1% |
| 6M | -10.3% | +48.3% | -58.5% | -3.7% |
| YTD | +15.6% | +8.4% | +7.2% | +28.0% |
| 1Y | +12.1% | +6.0% | +6.1% | +26.7% |
| All | +12.1% | +8.8% | +3.3% | +26.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling