+152.5%
QQQM vs ROL
-4.0%
+156.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | 0.0% |
| 7D | +1.0% | -3.3% | +4.3% | +1.8% |
| 30D | -0.6% | -7.2% | +6.6% | +1.0% |
| 3M | +1.3% | -27.0% | +28.3% | +8.6% |
| 6M | +18.2% | -39.5% | +57.7% | +32.6% |
| YTD | +16.9% | -41.8% | +58.7% | +32.1% |
| 1Y | +24.0% | -38.9% | +62.9% | +37.9% |
| 3Y | +96.0% | -0.4% | +96.4% | +86.0% |
| 5Y | +95.2% | -4.2% | +99.4% | +80.6% |
| All | +152.5% | -4.0% | +156.5% | +129.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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