+0.8%
ROL vs QS
-19.7%
+20.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.0% | -4.5% | -2.5% |
| 7D | -3.4% | +2.2% | -5.6% | -3.4% |
| 30D | -6.9% | -8.1% | +1.1% | -7.0% |
| 3M | -24.6% | -27.0% | +2.4% | -24.8% |
| 6M | -39.5% | -16.4% | -23.1% | -39.7% |
| YTD | -41.1% | -46.4% | +5.2% | -41.3% |
| 1Y | -37.9% | -41.1% | +3.2% | -38.2% |
| 3Y | +0.8% | -18.6% | +19.4% | +1.3% |
| All | +0.8% | -19.7% | +20.5% | +1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling