+22.6%
QQQ vs ROP
-24.5%
+47.2%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.1% |
| 7D | -1.3% | -8.0% | +6.7% | -1.9% |
| 30D | -1.4% | -2.7% | +1.4% | -1.5% |
| 3M | +2.3% | +16.6% | -14.3% | +3.0% |
| 6M | +16.9% | +10.4% | +6.5% | +18.0% |
| YTD | +15.6% | -12.1% | +27.7% | +17.4% |
| 1Y | +22.6% | -23.6% | +46.2% | +26.0% |
| All | +22.6% | -24.5% | +47.2% | +26.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling