+153.2%
QQQM vs ROP
-2.7%
+156.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +1.1% |
| 7D | +1.5% | -5.4% | +6.9% | +3.7% |
| 30D | -0.7% | -1.6% | +1.0% | -0.1% |
| 3M | +0.4% | +18.8% | -18.4% | -8.1% |
| 6M | +20.1% | +8.2% | +11.9% | +14.4% |
| YTD | +17.2% | -10.5% | +27.7% | +22.9% |
| 1Y | +24.7% | -23.7% | +48.5% | +42.9% |
| 3Y | +96.6% | -17.9% | +114.4% | +113.7% |
| 5Y | +95.0% | -15.3% | +110.4% | +100.6% |
| All | +153.2% | -2.7% | +156.0% | +150.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling