+176.1%
QLD vs ROP
-16.7%
+192.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.6% | +3.9% | +2.0% |
| 7D | +0.6% | -4.4% | +5.0% | +2.7% |
| 30D | -0.1% | +3.2% | -3.4% | -1.8% |
| 3M | -8.4% | +23.1% | -31.4% | -20.4% |
| 6M | +32.2% | +13.3% | +18.9% | +21.0% |
| YTD | +28.9% | -7.9% | +36.8% | +42.2% |
| 1Y | +43.8% | -22.1% | +65.9% | +89.7% |
| All | +176.1% | -16.7% | +192.8% | +219.8% |
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