+67.2%
QLD vs ROP
+1.1%
+66.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.9% | +5.5% | +4.7% |
| 7D | -10.3% | +2.1% | -12.4% | -11.9% |
| 30D | -26.1% | +32.9% | -59.0% | -42.2% |
| 3M | -17.8% | +20.0% | -37.8% | -30.5% |
| 6M | -15.6% | +36.4% | -52.0% | -39.5% |
| YTD | +5.4% | +7.8% | -2.5% | -2.8% |
| 1Y | +5.2% | +8.0% | -2.8% | -3.4% |
| 3Y | +139.4% | -3.5% | +142.9% | +147.9% |
| All | +67.2% | +1.1% | +66.0% | +53.4% |
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