+1,905.4%
ROL vs QID
-100.0%
+2,005.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.3% |
| 7D | -1.7% | -11.8% | +10.1% | -5.3% |
| 30D | +18.5% | +14.2% | +4.3% | +23.9% |
| 3M | +4.3% | +8.8% | -4.4% | +7.4% |
| 6M | -27.7% | +1.5% | -29.2% | -26.9% |
| YTD | -35.8% | -23.8% | -12.0% | -40.4% |
| 1Y | -34.1% | -22.0% | -12.1% | -38.3% |
| 3Y | +2.9% | -71.9% | +74.8% | -28.3% |
| 5Y | +12.7% | -77.6% | +90.3% | -18.9% |
| 10Y | +212.6% | -99.1% | +311.7% | -20.9% |
| All | +1,905.4% | -100.0% | +2,005.4% | +54.7% |
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