+534.7%
QQQ vs ROL
+221.5%
+313.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -2.0% |
| 7D | +3.6% | +3.0% | +0.6% | +2.6% |
| 30D | -6.7% | +19.8% | -26.5% | -12.3% |
| 3M | -7.0% | +7.9% | -14.9% | -9.8% |
| 6M | -4.7% | -25.6% | +21.0% | +4.5% |
| YTD | +11.1% | -34.1% | +45.2% | +26.5% |
| 1Y | +12.3% | -31.4% | +43.7% | +25.8% |
| 3Y | +83.3% | +4.7% | +78.6% | +70.2% |
| 5Y | +77.5% | +15.6% | +61.9% | +53.6% |
| All | +534.7% | +221.5% | +313.1% | +268.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling