+1,569.6%
QQQ vs ROST
+10,259.7%
-8,690.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | +1.5% | 0.0% | +1.5% | +1.5% |
| 30D | -0.6% | -10.2% | +9.5% | +2.6% |
| 3M | +0.4% | +1.0% | -0.6% | -0.3% |
| 6M | +20.1% | +8.7% | +11.3% | +16.1% |
| YTD | +17.2% | +27.8% | -10.6% | +7.6% |
| 1Y | +24.7% | +52.7% | -28.0% | +8.0% |
| 3Y | +96.2% | +97.5% | -1.3% | +55.4% |
| 5Y | +94.4% | +111.6% | -17.2% | +47.3% |
| 10Y | +556.7% | +302.2% | +254.5% | +287.9% |
| All | +1,569.6% | +10,259.7% | -8,690.2% | +306.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling