+99.5%
ROK vs QS
-47.4%
+146.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.1% |
| 7D | -1.6% | -5.0% | +3.3% | -1.3% |
| 30D | -5.4% | -18.3% | +12.9% | -4.1% |
| 3M | -4.0% | -26.0% | +22.0% | -2.3% |
| 6M | +13.3% | -24.0% | +37.4% | +14.9% |
| YTD | +9.3% | -50.3% | +59.6% | +13.8% |
| 1Y | +25.8% | -38.0% | +63.8% | +27.8% |
| 3Y | +49.1% | -24.6% | +73.7% | +43.9% |
| 5Y | +45.9% | -75.4% | +121.3% | +42.2% |
| All | +99.5% | -47.4% | +146.9% | +103.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling