+8.4%
QLD vs ROL
-32.4%
+40.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.1% | +4.7% | +7.1% |
| 7D | -1.4% | +7.5% | -9.0% | -0.4% |
| 30D | -19.6% | +21.1% | -40.7% | -17.3% |
| 3M | -14.1% | +3.1% | -17.3% | -12.4% |
| 6M | -13.6% | -27.4% | +13.8% | -10.1% |
| YTD | +12.5% | -34.7% | +47.3% | +20.8% |
| All | +8.4% | -32.4% | +40.8% | +15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling