+12.7%
QLD vs ROL
-33.3%
+46.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.5% | +4.7% |
| 7D | -1.2% | +0.8% | -1.9% | -1.1% |
| 30D | -15.7% | +20.6% | -36.3% | -13.4% |
| 3M | -10.0% | +4.5% | -14.5% | -8.1% |
| 6M | -11.2% | -26.5% | +15.3% | -7.8% |
| YTD | +16.4% | -34.8% | +51.2% | +24.9% |
| 1Y | +12.7% | -33.2% | +45.9% | +20.5% |
| All | +12.7% | -33.3% | +46.0% | +20.5% |
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