+103.1%
ROK vs QS
-43.2%
+146.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.0% | -3.1% | -1.2% |
| 7D | +2.8% | +2.2% | +0.6% | +2.6% |
| 30D | -2.4% | -8.1% | +5.7% | -1.8% |
| 3M | -4.7% | -27.0% | +22.3% | -2.9% |
| 6M | +16.8% | -16.4% | +33.2% | +17.5% |
| YTD | +11.4% | -46.4% | +57.7% | +15.2% |
| 1Y | +26.2% | -41.1% | +67.3% | +28.5% |
| 3Y | +51.9% | -18.6% | +70.5% | +45.8% |
| 5Y | +46.4% | -73.0% | +119.4% | +42.0% |
| All | +103.1% | -43.2% | +146.4% | +106.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded QS 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling