+95.0%
ROST vs QID
-71.4%
+166.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.6% | -5.0% | -1.8% |
| 7D | +0.3% | -7.1% | +7.4% | -1.2% |
| 30D | +0.5% | +12.6% | -12.2% | +3.4% |
| 3M | -5.2% | +14.2% | -19.5% | -2.1% |
| 6M | +9.8% | +6.2% | +3.6% | +12.4% |
| YTD | +29.4% | -21.8% | +51.2% | +23.5% |
| 1Y | +44.4% | -23.1% | +67.5% | +37.4% |
| 3Y | +95.0% | -71.3% | +166.3% | +56.0% |
| All | +95.0% | -71.4% | +166.4% | +56.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling