-0.4%
ROL vs QSR
+25.0%
-25.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.7% | +0.3% |
| 7D | -3.2% | -4.7% | +1.5% | -1.6% |
| 30D | -6.6% | +4.3% | -10.9% | -8.1% |
| 3M | -27.3% | +5.4% | -32.7% | -28.7% |
| 6M | -38.1% | +8.2% | -46.2% | -39.9% |
| YTD | -41.8% | +14.1% | -55.9% | -44.3% |
| 1Y | -37.8% | +28.1% | -65.9% | -42.3% |
| All | -0.4% | +25.0% | -25.4% | -5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling