+126.7%
QQQ vs ROIV
+292.3%
-165.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.8% |
| 7D | -1.5% | +14.3% | -15.8% | -2.9% |
| 30D | -10.2% | +16.2% | -26.4% | -11.6% |
| 3M | -6.3% | +15.1% | -21.4% | -7.9% |
| 6M | -4.9% | +44.2% | -49.1% | -8.9% |
| YTD | +10.2% | +89.8% | -79.6% | +2.4% |
| 1Y | +8.8% | +94.6% | -85.8% | +0.8% |
| 3Y | +81.4% | +367.5% | -286.2% | +53.5% |
| 5Y | +78.5% | +421.4% | -342.9% | +37.3% |
| All | +126.7% | +292.3% | -165.6% | +86.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling