+1,569.6%
QQQ vs ROST
+10,279.7%
-8,710.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +1.5% | +0.2% | +1.3% | +1.4% |
| 30D | -0.6% | -10.0% | +9.3% | +2.5% |
| 3M | +0.4% | +1.2% | -0.8% | -0.4% |
| 6M | +20.1% | +8.9% | +11.1% | +16.1% |
| YTD | +17.2% | +28.1% | -10.8% | +7.5% |
| 1Y | +24.7% | +53.0% | -28.3% | +8.0% |
| 3Y | +96.2% | +97.9% | -1.7% | +55.3% |
| 5Y | +94.4% | +112.0% | -17.6% | +47.2% |
| 10Y | +556.7% | +303.0% | +253.7% | +287.7% |
| All | +1,569.6% | +10,279.7% | -8,710.2% | +306.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded ROST 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling