+206.6%
ROL vs QSR
+135.2%
+71.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | -3.2% | -4.0% | +0.9% | -2.1% |
| 30D | -4.9% | +2.8% | -7.7% | -5.6% |
| 3M | -25.8% | +5.1% | -30.9% | -26.8% |
| 6M | -37.6% | +8.8% | -46.4% | -38.9% |
| YTD | -41.5% | +14.8% | -56.3% | -43.5% |
| 1Y | -39.5% | +25.7% | -65.2% | -42.8% |
| 3Y | +0.1% | +27.5% | -27.4% | -6.4% |
| 5Y | -4.6% | +41.3% | -45.9% | -13.7% |
| All | +206.6% | +135.2% | +71.4% | +150.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling