+111.1%
ROST vs QID
-80.2%
+191.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.2% | +0.8% |
| 7D | -2.5% | +2.7% | -5.2% | -1.7% |
| 30D | -10.3% | +3.3% | -13.6% | -9.4% |
| 3M | -2.6% | -5.5% | +2.9% | -3.7% |
| 6M | +6.5% | -28.4% | +34.9% | -2.9% |
| YTD | +25.9% | -26.6% | +52.5% | +16.0% |
| 1Y | +52.3% | -34.1% | +86.5% | +36.3% |
| 3Y | +94.6% | -73.7% | +168.2% | +36.1% |
| 5Y | +111.1% | -80.7% | +191.8% | +51.6% |
| All | +111.1% | -80.2% | +191.3% | +51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling