+1,351.8%
QLD vs ROL
+216.1%
+1,135.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.1% | +4.6% | +3.9% |
| 7D | -10.3% | +9.5% | -19.8% | -15.6% |
| 30D | -26.1% | +22.9% | -49.0% | -36.2% |
| 3M | -17.8% | +3.5% | -21.3% | -21.0% |
| 6M | -15.6% | -29.4% | +13.8% | +3.6% |
| YTD | +5.4% | -36.1% | +41.4% | +37.4% |
| 1Y | +5.2% | -34.4% | +39.6% | +34.1% |
| 3Y | +139.4% | +4.0% | +135.4% | +102.8% |
| 5Y | +66.7% | +13.2% | +53.5% | +26.1% |
| All | +1,351.8% | +216.1% | +1,135.7% | +405.6% |
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