+1,418.0%
QLD vs ROL
+222.1%
+1,195.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.1% | +4.7% | +5.5% |
| 7D | -1.4% | +7.5% | -9.0% | -6.0% |
| 30D | -19.6% | +21.1% | -40.7% | -29.7% |
| 3M | -14.1% | +3.1% | -17.3% | -17.2% |
| 6M | -13.6% | -27.4% | +13.8% | +4.2% |
| YTD | +12.5% | -34.7% | +47.3% | +44.9% |
| 1Y | +13.1% | -32.9% | +46.1% | +42.4% |
| 3Y | +154.7% | +6.1% | +148.6% | +113.1% |
| 5Y | +81.1% | +16.3% | +64.7% | +34.5% |
| 10Y | +1,418.0% | +214.9% | +1,203.1% | +431.3% |
| All | +1,418.0% | +222.1% | +1,195.9% | +431.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 10y: compounded portfolio wealth divided by compounded ROL 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…
10y analysis · Full analysis span regression · 6 months rolling