+5.2%
QLD vs ROL
-35.3%
+40.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.1% | +4.6% | +2.2% |
| 7D | -10.3% | +9.5% | -19.8% | -9.0% |
| 30D | -26.1% | +22.9% | -49.0% | -24.0% |
| 3M | -17.8% | +3.5% | -21.3% | -16.2% |
| 6M | -15.6% | -29.4% | +13.8% | -12.1% |
| YTD | +5.4% | -36.1% | +41.4% | +13.0% |
| 1Y | +5.2% | -34.4% | +39.6% | +11.2% |
| All | +5.2% | -35.3% | +40.5% | +11.2% |
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 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