+30.1%
ROK vs QID
-76.9%
+107.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | +0.6% |
| 7D | +7.1% | -7.1% | +14.2% | +4.1% |
| 30D | -5.0% | +12.6% | -17.6% | +1.3% |
| 3M | -9.4% | +14.2% | -23.6% | -2.4% |
| 6M | -11.0% | +6.2% | -17.2% | -5.4% |
| YTD | +4.4% | -21.8% | +26.2% | -0.5% |
| 1Y | +7.4% | -23.1% | +30.5% | +2.0% |
| 3Y | +61.0% | -71.3% | +132.3% | +13.8% |
| All | +30.1% | -76.9% | +107.0% | -6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling