-34.7%
ROL vs QID
-21.1%
-13.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.8% | +4.6% | +2.9% |
| 7D | +14.6% | +9.8% | +4.8% | +13.8% |
| 30D | +29.3% | +18.9% | +10.4% | +28.0% |
| 3M | +2.0% | +9.6% | -7.6% | +1.2% |
| 6M | -28.5% | -7.8% | -20.7% | -30.2% |
| YTD | -35.3% | -23.3% | -12.0% | -38.2% |
| 1Y | -34.7% | -22.0% | -12.7% | -37.5% |
| All | -34.7% | -21.1% | -13.6% | -37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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