+12.6%
ROL vs QS
-60.6%
+73.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.8% | +6.4% | -1.4% |
| 7D | -1.7% | -5.6% | +3.9% | -1.6% |
| 30D | +18.5% | -5.8% | +24.4% | +18.6% |
| 3M | +4.3% | -39.2% | +43.5% | +4.8% |
| 6M | -27.7% | -53.9% | +26.2% | -27.3% |
| YTD | -35.8% | -62.8% | +27.0% | -35.3% |
| 1Y | -34.1% | -73.5% | +39.4% | -33.4% |
| 3Y | +2.9% | -29.1% | +32.0% | +1.5% |
| 5Y | +12.7% | -90.0% | +102.7% | +12.0% |
| All | +12.6% | -60.6% | +73.2% | +21.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling