+58.2%
QQQI vs ROP
-29.2%
+87.4%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -0.3% | -4.6% | +4.3% | +0.5% |
| 30D | -0.3% | -1.7% | +1.4% | 0.0% |
| 3M | +1.3% | +17.1% | -15.7% | -2.9% |
| 6M | +11.5% | +10.9% | +0.6% | +8.3% |
| YTD | +11.3% | -12.1% | +23.4% | +17.8% |
| 1Y | +16.9% | -24.2% | +41.1% | +32.0% |
| All | +58.2% | -29.2% | +87.4% | +84.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling