+95.7%
QQQ vs ROST
+114.0%
-18.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.3% | -1.5% | 0.0% |
| 7D | -0.6% | +0.2% | -0.8% | -0.7% |
| 30D | -1.2% | -6.9% | +5.7% | +1.2% |
| 3M | -0.2% | -3.3% | +3.1% | +0.6% |
| 6M | +17.9% | +9.0% | +8.9% | +13.1% |
| YTD | +16.6% | +28.9% | -12.2% | +4.6% |
| 1Y | +23.0% | +54.0% | -31.0% | +2.6% |
| 3Y | +92.9% | +100.7% | -7.8% | +42.6% |
| All | +95.7% | +114.0% | -18.2% | +32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling