+12.3%
QQQM vs ROP
+10.1%
+2.2%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.9% | -3.0% | +1.4% |
| 7D | -4.6% | +11.7% | -16.3% | -3.2% |
| 30D | -8.5% | +35.5% | -44.0% | -5.2% |
| 3M | -4.3% | +25.3% | -29.6% | -1.4% |
| 6M | +3.1% | +38.9% | -35.8% | +7.4% |
| YTD | +13.1% | +11.4% | +1.7% | +19.3% |
| 1Y | +12.3% | +10.3% | +2.0% | +18.8% |
| All | +12.3% | +10.1% | +2.2% | +18.8% |
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