+152.0%
QQQM vs ROP
-4.5%
+156.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -0.6% | -4.6% | +4.0% | +1.3% |
| 30D | -1.2% | -1.7% | +0.5% | -0.7% |
| 3M | -0.1% | +17.1% | -17.2% | -8.0% |
| 6M | +18.0% | +10.9% | +7.1% | +10.9% |
| YTD | +16.7% | -12.1% | +28.8% | +23.3% |
| 1Y | +23.0% | -24.2% | +47.3% | +41.0% |
| 3Y | +93.3% | -20.4% | +113.7% | +113.3% |
| 5Y | +96.3% | -15.4% | +111.7% | +102.5% |
| All | +152.0% | -4.5% | +156.5% | +151.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling