+1,502.1%
QLD vs ROST
+300.7%
+1,201.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.1% | -0.9% |
| 7D | +7.0% | +0.3% | +6.7% | +6.9% |
| 30D | -14.3% | +0.5% | -14.8% | -14.6% |
| 3M | -16.0% | -5.2% | -10.8% | -13.4% |
| 6M | -14.2% | +9.8% | -24.1% | -21.0% |
| YTD | +12.8% | +29.4% | -16.6% | -7.6% |
| 1Y | +14.1% | +44.4% | -30.3% | -13.6% |
| 3Y | +146.0% | +95.0% | +51.0% | +50.2% |
| 5Y | +82.0% | +111.9% | -29.8% | +3.4% |
| All | +1,502.1% | +300.7% | +1,201.5% | +608.4% |
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