+1,090.4%
ROP vs QID
-100.0%
+1,190.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +1.1% |
| 7D | +0.2% | +1.8% | -1.6% | +1.1% |
| 30D | +30.3% | +21.6% | +8.7% | +40.7% |
| 3M | +17.8% | +12.6% | +5.1% | +23.5% |
| 6M | +38.9% | +6.9% | +32.0% | +42.8% |
| YTD | +7.6% | -20.5% | +28.1% | -1.2% |
| 1Y | +6.5% | -18.1% | +24.6% | -0.8% |
| 3Y | -6.3% | -70.7% | +64.4% | -38.7% |
| 5Y | +0.9% | -77.2% | +78.2% | -31.8% |
| 10Y | +180.7% | -99.0% | +279.8% | -45.2% |
| All | +1,090.4% | -100.0% | +1,190.4% | -43.7% |
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