+348.5%
ROK vs QID
-99.2%
+447.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.4% | +0.9% |
| 7D | -1.2% | +1.3% | -2.5% | -0.7% |
| 30D | -4.8% | +2.9% | -7.7% | -3.5% |
| 3M | -6.1% | -0.7% | -5.4% | -5.3% |
| 6M | +15.5% | -29.7% | +45.2% | +3.0% |
| YTD | +11.2% | -27.9% | +39.0% | +0.8% |
| 1Y | +23.8% | -34.6% | +58.4% | +9.0% |
| 3Y | +53.1% | -73.5% | +126.7% | +3.8% |
| 5Y | +48.3% | -81.0% | +129.3% | +2.4% |
| All | +348.5% | -99.2% | +447.7% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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