+1,450.1%
QLD vs ROST
+317.2%
+1,132.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.7% |
| 7D | -3.8% | +3.2% | -7.0% | -5.6% |
| 30D | -20.5% | +7.4% | -28.0% | -24.3% |
| 3M | -14.6% | -6.1% | -8.6% | -11.5% |
| 6M | -14.7% | +6.2% | -20.9% | -19.8% |
| YTD | +11.2% | +33.4% | -22.3% | -10.7% |
| 1Y | +7.1% | +48.8% | -41.7% | -20.5% |
| 3Y | +141.1% | +99.5% | +41.6% | +45.0% |
| 5Y | +84.3% | +112.7% | -28.4% | +4.3% |
| 10Y | +1,450.1% | +316.4% | +1,133.6% | +572.2% |
| All | +1,450.1% | +317.2% | +1,132.9% | +572.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 10y: compounded portfolio wealth divided by compounded ROST 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…
10y analysis · Full analysis span regression · 6 months rolling