+7,443.4%
QLD vs ROST
+4,087.9%
+3,355.5%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.3% | +3.8% |
| 7D | -10.3% | +1.2% | -11.5% | -11.0% |
| 30D | -26.1% | +2.5% | -28.5% | -27.6% |
| 3M | -17.8% | -9.0% | -8.8% | -12.5% |
| 6M | -15.6% | +1.3% | -16.9% | -18.5% |
| YTD | +5.4% | +29.1% | -23.7% | -15.5% |
| 1Y | +5.2% | +45.4% | -40.2% | -23.2% |
| 3Y | +139.4% | +94.9% | +44.6% | +38.5% |
| 5Y | +66.7% | +104.0% | -37.3% | -8.4% |
| 10Y | +1,422.1% | +314.8% | +1,107.3% | +331.9% |
| All | +7,443.4% | +4,087.9% | +3,355.5% | +192.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling