+332.8%
ROL vs QSR
+218.5%
+114.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -1.4% | +2.4% | -3.9% | -2.0% |
| 30D | -4.1% | +7.6% | -11.7% | -5.9% |
| 3M | -22.5% | +12.6% | -35.1% | -24.8% |
| 6M | -37.7% | +14.4% | -52.0% | -39.8% |
| YTD | -39.6% | +19.6% | -59.2% | -42.2% |
| 1Y | -36.0% | +33.9% | -69.9% | -40.5% |
| 3Y | -5.1% | +27.1% | -32.3% | -11.4% |
| 5Y | -3.4% | +48.5% | -51.9% | -13.7% |
| 10Y | +215.2% | +126.2% | +89.0% | +147.9% |
| All | +332.8% | +218.5% | +114.3% | +217.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling