+128.4%
QQQ vs ROIV
+276.5%
-148.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | -0.1% | -1.1% |
| 7D | +3.6% | +1.7% | +2.0% | +3.4% |
| 30D | -6.7% | +17.6% | -24.3% | -8.3% |
| 3M | -7.0% | +9.0% | -16.0% | -8.1% |
| 6M | -4.7% | +35.3% | -40.0% | -8.1% |
| YTD | +11.1% | +82.2% | -71.1% | +3.6% |
| 1Y | +12.3% | +92.3% | -80.0% | +4.1% |
| 3Y | +83.3% | +336.8% | -253.5% | +56.1% |
| 5Y | +77.5% | +370.6% | -293.1% | +37.3% |
| All | +128.4% | +276.5% | -148.0% | +88.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling