+1,570.9%
QQQ vs ROP
+4,003.1%
-2,432.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.6% | +3.7% | +1.8% |
| 7D | +0.4% | -4.4% | +4.8% | +2.4% |
| 30D | +0.2% | +3.2% | -3.0% | -1.4% |
| 3M | -2.8% | +23.1% | -25.9% | -13.0% |
| 6M | +18.0% | +13.3% | +4.7% | +9.2% |
| YTD | +17.3% | -7.9% | +25.2% | +18.8% |
| 1Y | +25.6% | -22.1% | +47.6% | +37.3% |
| 3Y | +93.7% | -16.8% | +110.5% | +104.5% |
| 5Y | +94.2% | -13.5% | +107.7% | +100.9% |
| 10Y | +557.9% | +137.7% | +420.2% | +318.6% |
| All | +1,570.9% | +4,003.1% | -2,432.2% | +266.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling