-34.7%
ROL vs QS
-71.4%
+36.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +7.5% | -4.8% | +2.6% |
| 7D | +14.6% | +4.5% | +10.1% | +14.5% |
| 30D | +29.3% | -4.1% | +33.4% | +29.0% |
| 3M | +2.0% | -22.1% | +24.1% | +1.7% |
| 6M | -28.5% | -38.4% | +9.9% | -29.7% |
| YTD | -35.3% | -57.5% | +22.2% | -35.7% |
| 1Y | -34.7% | -71.3% | +36.6% | -34.7% |
| All | -34.7% | -71.4% | +36.7% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 1y: compounded portfolio wealth divided by compounded QS 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…
1y analysis · Full analysis span regression · 6 months rolling