+139.4%
QLD vs ROST
+95.7%
+43.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.3% | +3.6% |
| 7D | -10.3% | +1.2% | -11.5% | -10.6% |
| 30D | -26.1% | +2.5% | -28.5% | -27.1% |
| 3M | -17.8% | -9.0% | -8.8% | -13.4% |
| 6M | -15.6% | +1.3% | -16.9% | -17.7% |
| YTD | +5.4% | +29.1% | -23.7% | -13.8% |
| 1Y | +5.2% | +45.4% | -40.2% | -21.5% |
| 3Y | +139.4% | +94.9% | +44.6% | +51.0% |
| All | +139.4% | +95.7% | +43.7% | +51.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling