+3.6%
ROL vs QID
-72.3%
+75.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.6% | +4.8% | -0.1% |
| 7D | +0.8% | -1.1% | +1.9% | +0.7% |
| 30D | +20.6% | +14.4% | +6.2% | +21.4% |
| 3M | +4.5% | +6.7% | -2.2% | +4.8% |
| 6M | -26.5% | +2.6% | -29.1% | -26.4% |
| YTD | -34.8% | -24.2% | -10.7% | -36.5% |
| 1Y | -33.2% | -22.3% | -10.9% | -34.7% |
| All | +3.6% | -72.3% | +75.8% | -11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling