+12.1%
QLD vs ROL
-34.6%
+46.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.8% | -0.9% |
| 7D | +12.5% | -1.7% | +14.2% | +12.2% |
| 30D | -15.7% | +18.5% | -34.2% | -13.6% |
| 3M | -11.9% | +4.3% | -16.3% | -10.2% |
| 6M | -10.3% | -27.7% | +17.5% | -7.0% |
| YTD | +15.6% | -35.8% | +51.4% | +23.8% |
| 1Y | +12.1% | -34.1% | +46.2% | +19.7% |
| All | +12.1% | -34.6% | +46.8% | +19.7% |
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 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