+4,387.3%
ROST vs QID
-100.0%
+4,487.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.5% |
| 7D | +0.9% | -0.6% | +1.6% | +0.7% |
| 30D | -8.9% | 0.0% | -8.9% | -8.9% |
| 3M | -0.8% | +3.7% | -4.5% | +1.3% |
| 6M | +8.5% | -29.9% | +38.3% | -3.2% |
| YTD | +28.6% | -28.8% | +57.4% | +15.7% |
| 1Y | +52.3% | -37.2% | +89.5% | +31.7% |
| 3Y | +94.8% | -73.7% | +168.6% | +31.1% |
| 5Y | +110.8% | -80.7% | +191.5% | +45.4% |
| 10Y | +304.5% | -99.1% | +403.7% | +9.4% |
| All | +4,387.3% | -100.0% | +4,487.3% | +299.3% |
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