+1,418.0%
QLD vs ROST
+324.5%
+1,093.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.6% | +4.2% | +5.1% |
| 7D | -1.4% | +2.8% | -4.2% | -3.0% |
| 30D | -19.6% | +6.6% | -26.1% | -23.0% |
| 3M | -14.1% | -7.0% | -7.2% | -10.4% |
| 6M | -13.6% | +5.4% | -19.0% | -18.4% |
| YTD | +12.5% | +32.4% | -19.8% | -9.2% |
| 1Y | +13.1% | +48.4% | -35.2% | -15.9% |
| 3Y | +154.7% | +99.5% | +55.3% | +53.3% |
| 5Y | +81.1% | +109.9% | -28.8% | +3.4% |
| 10Y | +1,418.0% | +315.5% | +1,102.4% | +560.4% |
| All | +1,418.0% | +324.5% | +1,093.5% | +560.4% |
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