+52.3%
ROK vs QID
-73.9%
+126.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.5% |
| 7D | +0.2% | -1.9% | +2.1% | -0.6% |
| 30D | -1.8% | +1.7% | -3.5% | -1.0% |
| 3M | -7.2% | -3.9% | -3.3% | -7.4% |
| 6M | +14.2% | -30.0% | +44.1% | +0.7% |
| YTD | +10.6% | -28.2% | +38.8% | -0.7% |
| 1Y | +25.9% | -35.6% | +61.5% | +9.0% |
| All | +52.3% | -73.9% | +126.2% | +1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling