+788.8%
ROK vs QID
-100.0%
+888.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | +0.9% |
| 7D | +7.1% | -7.1% | +14.2% | +3.5% |
| 30D | -5.0% | +12.6% | -17.6% | +2.6% |
| 3M | -9.4% | +14.2% | -23.6% | -1.0% |
| 6M | -11.0% | +6.2% | -17.2% | -4.5% |
| YTD | +4.4% | -21.8% | +26.2% | -1.9% |
| 1Y | +7.4% | -23.1% | +30.5% | +0.5% |
| 3Y | +61.0% | -71.3% | +132.3% | +3.6% |
| 5Y | +30.4% | -77.0% | +107.4% | -9.5% |
| 10Y | +264.8% | -99.0% | +363.8% | -39.8% |
| All | +788.8% | -100.0% | +888.8% | -67.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling