+47.5%
ROK vs QS
-74.9%
+122.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.3% | +1.4% |
| 7D | -1.2% | -3.6% | +2.4% | -0.8% |
| 30D | -4.8% | -17.2% | +12.4% | -2.7% |
| 3M | -6.1% | -27.0% | +20.9% | -3.1% |
| 6M | +15.5% | -24.6% | +40.1% | +18.1% |
| YTD | +11.2% | -49.3% | +60.5% | +18.8% |
| 1Y | +23.8% | -40.3% | +64.2% | +27.2% |
| 3Y | +53.1% | -23.8% | +76.9% | +40.3% |
| All | +47.5% | -74.9% | +122.4% | +36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling