+58.2%
QQQI vs ROK
+47.8%
+10.4%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.4% |
| 7D | -0.3% | -1.2% | +0.9% | 0.0% |
| 30D | -0.3% | -4.8% | +4.5% | +1.1% |
| 3M | +1.3% | -6.1% | +7.4% | +2.9% |
| 6M | +11.5% | +15.5% | -4.0% | +6.4% |
| YTD | +11.3% | +11.2% | +0.1% | +7.0% |
| 1Y | +16.9% | +23.8% | -7.0% | +8.8% |
| All | +58.2% | +47.8% | +10.4% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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