+558.6%
QQQ vs ROST
+317.9%
+240.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.3% | -1.5% | +0.1% |
| 7D | -0.6% | +0.2% | -0.8% | -0.6% |
| 30D | -1.2% | -6.9% | +5.7% | +1.0% |
| 3M | -0.2% | -3.3% | +3.1% | +0.5% |
| 6M | +17.9% | +9.0% | +8.9% | +13.6% |
| YTD | +16.6% | +28.9% | -12.2% | +5.9% |
| 1Y | +23.0% | +54.0% | -31.0% | +4.8% |
| 3Y | +92.9% | +100.7% | -7.8% | +48.4% |
| 5Y | +95.6% | +116.0% | -20.4% | +42.5% |
| All | +558.6% | +317.9% | +240.7% | +299.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling