+12.3%
QQQ vs ROIV
+97.8%
-85.6%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.1% | -5.1% | +0.3% |
| 7D | -4.6% | +3.0% | -7.7% | -5.0% |
| 30D | -8.5% | +6.8% | -15.3% | -9.3% |
| 3M | -4.3% | +10.5% | -14.8% | -5.9% |
| 6M | +3.1% | +34.8% | -31.7% | -1.5% |
| YTD | +13.0% | +76.2% | -63.2% | +5.2% |
| 1Y | +12.3% | +92.4% | -80.1% | +3.0% |
| All | +12.3% | +97.8% | -85.6% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 1y: compounded portfolio wealth divided by compounded ROIV 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…
1y analysis · Full analysis span regression · 6 months rolling