+96.0%
ROST vs QID
-73.9%
+169.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.7% |
| 7D | -2.2% | -1.9% | -0.3% | -2.6% |
| 30D | -11.4% | +1.7% | -13.1% | -11.1% |
| 3M | -1.6% | -3.9% | +2.3% | -2.0% |
| 6M | +6.8% | -30.0% | +36.8% | -1.3% |
| YTD | +25.8% | -28.2% | +54.0% | +17.3% |
| 1Y | +52.4% | -35.6% | +88.1% | +38.8% |
| All | +96.0% | -73.9% | +169.8% | +47.9% |
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