+112.0%
ROST vs QID
-76.9%
+188.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.6% | -5.0% | -1.6% |
| 7D | +0.3% | -7.1% | +7.4% | -1.7% |
| 30D | +0.5% | +12.6% | -12.2% | +4.7% |
| 3M | -5.2% | +14.2% | -19.5% | -0.7% |
| 6M | +9.8% | +6.2% | +3.6% | +13.4% |
| YTD | +29.4% | -21.8% | +51.2% | +22.3% |
| 1Y | +44.4% | -23.1% | +67.5% | +35.9% |
| 3Y | +95.0% | -71.3% | +166.3% | +40.2% |
| All | +112.0% | -76.9% | +188.8% | +62.1% |
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