+205.1%
ROL vs QID
-99.1%
+304.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.3% | +0.6% |
| 7D | -3.2% | +2.7% | -6.0% | -2.7% |
| 30D | -6.6% | +3.3% | -9.9% | -6.0% |
| 3M | -27.3% | -5.5% | -21.8% | -28.0% |
| 6M | -38.1% | -28.4% | -9.7% | -42.2% |
| YTD | -41.8% | -26.6% | -15.2% | -45.2% |
| 1Y | -37.8% | -34.1% | -3.7% | -42.8% |
| 3Y | -0.3% | -73.7% | +73.4% | -23.8% |
| 5Y | -5.1% | -80.7% | +75.6% | -26.5% |
| All | +205.1% | -99.1% | +304.2% | +16.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling