+1,697.2%
ACN vs ROL
+4,349.2%
-2,652.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.4% | -3.7% | -3.5% |
| 7D | -1.5% | -1.4% | -0.1% | -1.0% |
| 30D | +9.4% | -4.1% | +13.5% | +11.0% |
| 3M | +5.6% | -22.5% | +28.2% | +15.9% |
| 6M | -9.3% | -37.7% | +28.4% | +7.6% |
| YTD | -29.0% | -39.6% | +10.6% | -15.0% |
| 1Y | -24.7% | -36.0% | +11.4% | -12.0% |
| 3Y | -39.8% | -5.1% | -34.7% | -40.4% |
| 5Y | -40.9% | -3.4% | -37.5% | -43.0% |
| 10Y | +91.1% | +215.2% | -124.1% | +15.8% |
| All | +1,697.2% | +4,349.2% | -2,652.0% | +211.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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