+4,415.3%
ROST vs QID
-100.0%
+4,515.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.6% | -5.0% | -1.4% |
| 7D | +0.3% | -7.1% | +7.4% | -2.2% |
| 30D | +0.5% | +12.6% | -12.2% | +5.6% |
| 3M | -5.2% | +14.2% | -19.5% | +0.3% |
| 6M | +9.8% | +6.2% | +3.6% | +14.1% |
| YTD | +29.4% | -21.8% | +51.2% | +21.4% |
| 1Y | +44.4% | -23.1% | +67.5% | +34.9% |
| 3Y | +95.0% | -71.3% | +166.3% | +35.7% |
| 5Y | +111.9% | -77.0% | +188.8% | +56.8% |
| 10Y | +301.2% | -99.0% | +400.3% | +12.6% |
| All | +4,415.3% | -100.0% | +4,515.3% | +319.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling