-31.2%
ROL vs Q
+74.5%
-105.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.6% | -1.6% |
| 7D | -1.7% | +11.5% | -13.2% | -1.2% |
| 30D | +18.5% | -0.2% | +18.7% | +18.7% |
| 3M | +4.3% | -13.6% | +17.9% | +4.4% |
| 6M | -27.7% | -27.0% | -0.7% | -27.4% |
| YTD | -35.8% | +50.5% | -86.3% | -37.8% |
| 1Y | -34.1% | +33.8% | -67.9% | -34.9% |
| All | -31.2% | +74.5% | -105.7% | -31.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling