+121.0%
QLD vs ROP
-13.6%
+134.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.6% | +3.9% | +3.4% |
| 7D | +0.6% | -4.4% | +5.0% | +4.5% |
| 30D | -0.1% | +3.2% | -3.4% | -3.2% |
| 3M | -8.4% | +23.1% | -31.4% | -27.7% |
| 6M | +32.2% | +13.3% | +18.9% | +11.8% |
| YTD | +28.9% | -7.9% | +36.8% | +37.0% |
| 1Y | +43.8% | -22.1% | +65.9% | +87.9% |
| 3Y | +176.6% | -16.8% | +193.4% | +226.6% |
| All | +121.0% | -13.6% | +134.6% | +129.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling