+16.0%
ROL vs QS
-90.5%
+106.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.2% | +7.7% | +2.7% |
| 7D | +3.0% | -14.0% | +17.0% | +3.3% |
| 30D | +19.8% | -6.4% | +26.1% | +19.9% |
| 3M | +7.9% | -40.3% | +48.2% | +8.9% |
| 6M | -25.6% | -57.5% | +31.9% | -24.6% |
| YTD | -34.1% | -64.7% | +30.5% | -33.0% |
| 1Y | -31.4% | -72.9% | +41.5% | -29.9% |
| 3Y | +4.7% | -33.5% | +38.1% | +0.7% |
| All | +16.0% | -90.5% | +106.5% | +37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling