+67.2%
QLD vs ROL
+13.1%
+54.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.1% | +4.6% | +3.3% |
| 7D | -10.3% | +9.5% | -19.8% | -13.5% |
| 30D | -26.1% | +22.9% | -49.0% | -32.4% |
| 3M | -17.8% | +3.5% | -21.3% | -19.3% |
| 6M | -15.6% | -29.4% | +13.8% | -1.8% |
| YTD | +5.4% | -36.1% | +41.4% | +28.2% |
| 1Y | +5.2% | -34.4% | +39.6% | +25.8% |
| 3Y | +139.4% | +4.0% | +135.4% | +106.3% |
| All | +67.2% | +13.1% | +54.0% | +20.9% |
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 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