+919.3%
ROP vs QID
-100.0%
+1,019.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.7% |
| 7D | -4.4% | -0.6% | -3.8% | -4.6% |
| 30D | +3.2% | 0.0% | +3.2% | +3.3% |
| 3M | +23.1% | +3.7% | +19.3% | +25.1% |
| 6M | +13.3% | -29.9% | +43.2% | -1.4% |
| YTD | -7.9% | -28.8% | +20.9% | -19.0% |
| 1Y | -22.1% | -37.2% | +15.1% | -34.6% |
| 3Y | -16.8% | -73.7% | +56.9% | -47.6% |
| 5Y | -13.5% | -80.7% | +67.2% | -45.3% |
| 10Y | +137.7% | -99.1% | +236.8% | -55.3% |
| All | +919.3% | -100.0% | +1,019.2% | -53.8% |
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