+129.7%
ROP vs QID
-99.1%
+228.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.3% | -2.8% | +0.2% |
| 7D | -8.0% | +2.7% | -10.7% | -7.3% |
| 30D | -2.7% | +3.3% | -6.1% | -1.8% |
| 3M | +16.6% | -5.5% | +22.1% | +14.8% |
| 6M | +10.4% | -28.4% | +38.8% | +0.3% |
| YTD | -12.1% | -26.6% | +14.5% | -19.2% |
| 1Y | -23.6% | -34.1% | +10.5% | -31.9% |
| 3Y | -19.3% | -73.7% | +54.4% | -42.6% |
| 5Y | -15.4% | -80.7% | +65.3% | -39.0% |
| All | +129.7% | -99.1% | +228.9% | -31.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling