-38.9%
ROL vs QS
-45.8%
+6.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.6% | +5.4% | -1.3% |
| 7D | -3.3% | -4.2% | +0.9% | -3.3% |
| 30D | -7.2% | -15.7% | +8.4% | -7.4% |
| 3M | -27.0% | -28.7% | +1.7% | -27.5% |
| 6M | -39.5% | -23.2% | -16.3% | -40.0% |
| YTD | -41.8% | -49.9% | +8.1% | -42.6% |
| 1Y | -38.9% | -38.8% | -0.1% | -38.7% |
| All | -38.9% | -45.8% | +6.9% | -38.7% |
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