+7,256.1%
QLD vs ROL
+1,933.5%
+5,322.6%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +1.0% | -13.7% | -13.5% |
| 7D | -18.6% | +11.7% | -30.3% | -25.5% |
| 30D | -28.3% | +27.7% | -56.0% | -41.6% |
| 3M | -20.4% | +3.7% | -24.1% | -24.5% |
| 6M | -14.3% | -27.8% | +13.5% | +5.4% |
| YTD | +2.8% | -34.7% | +37.4% | +35.4% |
| 1Y | -1.2% | -34.1% | +32.9% | +28.8% |
| 3Y | +135.3% | +5.9% | +129.4% | +97.7% |
| 5Y | +62.6% | +15.6% | +46.9% | +22.6% |
| 10Y | +1,384.3% | +226.5% | +1,157.8% | +350.0% |
| All | +7,256.1% | +1,933.5% | +5,322.6% | +381.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling