-14.3%
QLD vs ROL
-27.7%
+13.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +1.0% | -13.7% | -12.4% |
| 7D | -18.6% | +11.7% | -30.3% | -15.1% |
| 30D | -28.3% | +27.7% | -56.0% | -21.8% |
| 3M | -20.4% | +3.7% | -24.1% | -18.5% |
| 6M | -14.3% | -27.8% | +13.5% | -19.7% |
| All | -14.3% | -27.7% | +13.4% | -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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling