-4.7%
ROL vs QID
-80.7%
+76.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.5% |
| 7D | -3.4% | -2.7% | -0.7% | -3.8% |
| 30D | -6.9% | +1.8% | -8.7% | -6.7% |
| 3M | -24.6% | -2.2% | -22.4% | -24.6% |
| 6M | -39.5% | -32.1% | -7.4% | -42.6% |
| YTD | -41.1% | -28.6% | -12.5% | -43.6% |
| 1Y | -37.9% | -36.3% | -1.6% | -41.6% |
| 3Y | +0.8% | -74.4% | +75.2% | -16.5% |
| 5Y | -4.7% | -80.8% | +76.1% | -19.6% |
| All | -4.7% | -80.7% | +76.0% | -19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling