+8.9%
QQQI vs ROP
+10.1%
-1.2%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.9% | -2.9% | +1.4% |
| 7D | -4.2% | +11.7% | -16.0% | -3.1% |
| 30D | -7.1% | +35.5% | -42.5% | -4.3% |
| 3M | -2.7% | +25.3% | -28.0% | -0.2% |
| 6M | +2.0% | +38.9% | -36.9% | +5.5% |
| YTD | +8.2% | +11.4% | -3.1% | +13.3% |
| 1Y | +8.9% | +10.3% | -1.4% | +14.3% |
| All | +8.9% | +10.1% | -1.2% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 1y: compounded portfolio wealth divided by compounded ROP 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…
1y analysis · Full analysis span regression · 6 months rolling