+139.4%
QLD vs ROP
-3.5%
+143.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.9% | +5.5% | +3.5% |
| 7D | -10.3% | +2.1% | -12.4% | -11.0% |
| 30D | -26.1% | +32.9% | -59.0% | -34.0% |
| 3M | -17.8% | +20.3% | -38.1% | -23.6% |
| 6M | -15.6% | +36.8% | -52.3% | -28.1% |
| YTD | +5.4% | +8.1% | -2.7% | +9.5% |
| 1Y | +5.2% | +8.3% | -3.0% | +8.9% |
| 3Y | +139.4% | -3.2% | +142.7% | +182.1% |
| All | +139.4% | -3.5% | +143.0% | +182.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling