-34.7%
ROL vs QSR
+23.8%
-58.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.5% | -2.7% | -0.4% |
| 7D | +14.6% | +5.2% | +9.4% | +11.1% |
| 30D | +29.3% | +12.2% | +17.1% | +21.0% |
| 3M | +2.0% | +7.0% | -5.0% | -2.2% |
| 6M | -28.5% | -0.3% | -28.2% | -29.2% |
| YTD | -35.3% | +18.0% | -53.3% | -41.6% |
| 1Y | -34.7% | +22.6% | -57.3% | -40.5% |
| All | -34.7% | +23.8% | -58.5% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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