+1,570.9%
QQQ vs ROL
+5,249.1%
-3,678.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | +0.4% | -1.4% | +1.8% | +0.9% |
| 30D | +0.2% | -4.1% | +4.3% | +1.8% |
| 3M | -2.8% | -22.5% | +19.7% | +6.9% |
| 6M | +18.0% | -37.7% | +55.7% | +41.5% |
| YTD | +17.3% | -39.6% | +56.9% | +41.8% |
| 1Y | +25.6% | -36.0% | +61.6% | +47.3% |
| 3Y | +93.7% | -5.1% | +98.9% | +88.4% |
| 5Y | +94.2% | -3.4% | +97.5% | +82.8% |
| 10Y | +557.9% | +215.2% | +342.6% | +257.4% |
| All | +1,570.9% | +5,249.1% | -3,678.1% | +104.1% |
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