+5,512.5%
ANET vs ROL
+338.4%
+5,174.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.1% | -0.6% |
| 7D | +3.7% | -3.3% | +6.9% | +5.0% |
| 30D | +0.7% | -7.2% | +8.0% | +3.7% |
| 3M | +26.8% | -27.0% | +53.8% | +42.8% |
| 6M | +40.7% | -39.5% | +80.2% | +71.1% |
| YTD | +47.2% | -41.8% | +89.0% | +81.0% |
| 1Y | +36.0% | -38.9% | +74.8% | +62.2% |
| 3Y | +292.8% | -0.4% | +293.2% | +255.4% |
| 5Y | +761.9% | -4.2% | +766.2% | +669.4% |
| 10Y | +3,770.2% | +208.2% | +3,562.0% | +1,484.5% |
| All | +5,512.5% | +338.4% | +5,174.1% | +1,763.4% |
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