+552.9%
QQQ vs ROP
+135.7%
+417.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.8% |
| 7D | -1.3% | -8.0% | +6.7% | +2.9% |
| 30D | -1.4% | -2.7% | +1.4% | -0.2% |
| 3M | +2.3% | +16.6% | -14.3% | -7.2% |
| 6M | +16.9% | +10.4% | +6.5% | +8.6% |
| YTD | +15.6% | -12.1% | +27.7% | +21.3% |
| 1Y | +22.6% | -23.6% | +46.2% | +39.3% |
| 3Y | +93.5% | -19.3% | +112.9% | +110.8% |
| 5Y | +93.9% | -15.4% | +109.3% | +103.3% |
| All | +552.9% | +135.7% | +417.2% | +314.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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