+94.5%
QQQ vs ROP
-16.4%
+110.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.1% | +0.3% |
| 7D | +1.0% | -6.1% | +7.1% | +3.7% |
| 30D | -0.6% | -3.4% | +2.7% | +0.7% |
| 3M | +1.3% | +16.7% | -15.4% | -7.2% |
| 6M | +18.1% | +8.1% | +10.1% | +12.1% |
| YTD | +16.9% | -11.7% | +28.6% | +24.4% |
| 1Y | +24.0% | -24.2% | +48.2% | +45.3% |
| 3Y | +95.6% | -19.0% | +114.6% | +114.7% |
| 5Y | +94.5% | -15.9% | +110.4% | +97.5% |
| All | +94.5% | -16.4% | +110.9% | +97.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling