+62.6%
QLD vs ROL
+14.0%
+48.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +1.0% | -13.7% | -13.1% |
| 7D | -18.6% | +11.7% | -30.3% | -22.1% |
| 30D | -28.3% | +27.7% | -56.0% | -35.4% |
| 3M | -20.4% | +3.7% | -24.1% | -21.8% |
| 6M | -14.3% | -27.8% | +13.5% | -1.1% |
| YTD | +2.8% | -34.7% | +37.4% | +24.0% |
| 1Y | -1.2% | -34.1% | +32.9% | +18.4% |
| 3Y | +135.3% | +5.9% | +129.4% | +101.6% |
| 5Y | +62.6% | +15.6% | +46.9% | +15.6% |
| All | +62.6% | +14.0% | +48.6% | +15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling