+1,787.2%
ROL vs QID
-100.0%
+1,887.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.3% |
| 7D | -1.4% | -0.6% | -0.8% | -1.6% |
| 30D | -4.1% | 0.0% | -4.1% | -4.1% |
| 3M | -22.5% | +3.7% | -26.2% | -21.2% |
| 6M | -37.7% | -29.9% | -7.8% | -43.9% |
| YTD | -39.6% | -28.8% | -10.8% | -45.2% |
| 1Y | -36.0% | -37.2% | +1.2% | -44.3% |
| 3Y | -5.1% | -73.7% | +68.6% | -35.2% |
| 5Y | -3.4% | -80.7% | +77.4% | -34.1% |
| 10Y | +215.2% | -99.1% | +314.4% | -21.7% |
| All | +1,787.2% | -100.0% | +1,887.2% | +42.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling