-34.7%
ROL vs Q
+19.7%
-54.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +2.9% | +2.8% |
| 7D | +14.6% | -3.3% | +17.8% | +14.4% |
| 30D | +29.3% | -9.7% | +39.0% | +29.1% |
| 3M | +2.0% | -16.1% | +18.1% | +1.8% |
| 6M | -28.5% | -15.7% | -12.8% | -29.2% |
| YTD | -35.3% | +45.7% | -81.1% | -37.2% |
| 1Y | -34.7% | +18.0% | -52.7% | -35.0% |
| All | -34.7% | +19.7% | -54.4% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 1y: compounded portfolio wealth divided by compounded Q 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…
1y analysis · Full analysis span regression · 6 months rolling