+312.1%
ROST vs QID
-99.2%
+411.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.8% | +4.1% | +1.7% |
| 7D | +0.2% | +1.3% | -1.1% | +0.7% |
| 30D | -6.9% | +2.9% | -9.8% | -5.9% |
| 3M | -3.3% | -0.7% | -2.6% | -3.0% |
| 6M | +9.0% | -29.7% | +38.7% | -2.0% |
| YTD | +28.9% | -27.9% | +56.7% | +17.3% |
| 1Y | +54.0% | -34.6% | +88.5% | +36.3% |
| 3Y | +100.7% | -73.5% | +174.2% | +38.3% |
| 5Y | +116.0% | -81.0% | +197.0% | +51.4% |
| All | +312.1% | -99.2% | +411.3% | +36.7% |
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 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