+1,631.1%
QLD vs ROL
+214.4%
+1,416.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | 0.0% |
| 7D | +0.6% | -1.4% | +2.0% | +1.5% |
| 30D | -0.1% | -4.1% | +4.0% | +2.5% |
| 3M | -8.4% | -22.5% | +14.1% | +7.0% |
| 6M | +32.2% | -37.7% | +69.9% | +79.3% |
| YTD | +28.9% | -39.6% | +68.5% | +77.0% |
| 1Y | +43.8% | -36.0% | +79.8% | +86.4% |
| 3Y | +176.6% | -5.1% | +181.7% | +152.1% |
| 5Y | +121.6% | -3.4% | +124.9% | +91.4% |
| All | +1,631.1% | +214.4% | +1,416.7% | +570.7% |
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