-33.6%
ROL vs Q
+30.6%
-64.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.3% | -0.9% |
| 7D | +2.9% | +4.0% | -1.1% | +3.1% |
| 30D | +20.1% | -2.3% | +22.5% | +20.3% |
| 3M | +3.2% | -7.9% | +11.1% | +3.3% |
| 6M | -28.0% | -16.0% | -12.1% | -28.3% |
| YTD | -35.3% | +51.7% | -87.0% | -36.4% |
| 1Y | -33.6% | +28.3% | -62.0% | -34.5% |
| All | -33.6% | +30.6% | -64.2% | -34.5% |
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