+7,956.4%
QLD vs ROP
+1,163.3%
+6,793.1%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.0% | +7.8% | +7.9% |
| 7D | -1.4% | -1.6% | +0.2% | -0.1% |
| 30D | -19.6% | +29.5% | -49.1% | -40.3% |
| 3M | -14.1% | +17.5% | -31.7% | -30.3% |
| 6M | -13.6% | +38.1% | -51.7% | -44.0% |
| YTD | +12.5% | +7.0% | +5.6% | -6.8% |
| 1Y | +13.1% | +6.5% | +6.6% | -6.2% |
| 3Y | +154.7% | -5.5% | +160.2% | +141.4% |
| 5Y | +81.1% | -0.4% | +81.5% | +69.1% |
| 10Y | +1,418.0% | +183.6% | +1,234.4% | +378.3% |
| All | +7,956.4% | +1,163.3% | +6,793.1% | +532.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling