+858.1%
ROK vs QID
-100.0%
+958.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +1.1% |
| 7D | +0.7% | -0.6% | +1.3% | +0.4% |
| 30D | -3.3% | 0.0% | -3.3% | -3.2% |
| 3M | -5.9% | +3.7% | -9.6% | -2.4% |
| 6M | +13.9% | -29.9% | +43.7% | -1.4% |
| YTD | +12.6% | -28.8% | +41.4% | -1.1% |
| 1Y | +28.6% | -37.2% | +65.8% | +7.4% |
| 3Y | +45.1% | -73.7% | +118.8% | -11.8% |
| 5Y | +45.6% | -80.7% | +126.3% | -9.1% |
| 10Y | +345.0% | -99.1% | +444.2% | -30.8% |
| All | +858.1% | -100.0% | +958.0% | -67.7% |
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