+1,450.1%
QLD vs ROL
+211.1%
+1,239.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.0% |
| 7D | -3.8% | +3.4% | -7.2% | -5.9% |
| 30D | -20.5% | +20.8% | -41.3% | -30.4% |
| 3M | -14.6% | +3.7% | -18.4% | -18.0% |
| 6M | -14.7% | -27.7% | +13.0% | +3.2% |
| YTD | +11.2% | -34.9% | +46.1% | +43.5% |
| 1Y | +7.1% | -33.3% | +40.4% | +35.2% |
| 3Y | +141.1% | +4.3% | +136.8% | +104.4% |
| 5Y | +84.3% | +15.0% | +69.3% | +38.3% |
| 10Y | +1,450.1% | +214.7% | +1,235.4% | +460.2% |
| All | +1,450.1% | +211.1% | +1,239.0% | +460.2% |
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