+94.4%
QQQ vs ROIV
+316.9%
-222.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +18.8% | -18.8% | -2.0% |
| 7D | +1.5% | +20.2% | -18.6% | -0.5% |
| 30D | -0.6% | +14.1% | -14.8% | -2.2% |
| 3M | +0.4% | +45.6% | -45.2% | -3.6% |
| 6M | +20.1% | +44.1% | -24.1% | +15.2% |
| YTD | +17.2% | +91.2% | -73.9% | +9.1% |
| 1Y | +24.7% | +221.3% | -196.6% | +10.0% |
| 3Y | +96.2% | +229.2% | -133.0% | +70.4% |
| 5Y | +94.4% | +316.5% | -222.1% | +48.0% |
| All | +94.4% | +316.9% | -222.5% | +48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling