+296.4%
ARM vs ROL
+1.5%
+294.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.4% | +3.5% | +3.9% |
| 7D | +5.5% | -1.4% | +6.9% | +5.5% |
| 30D | -8.2% | -4.1% | -4.1% | -8.1% |
| 3M | -35.9% | -22.5% | -13.4% | -35.3% |
| 6M | +103.1% | -37.7% | +140.8% | +112.7% |
| YTD | +130.6% | -39.6% | +170.2% | +142.8% |
| 1Y | +86.1% | -36.0% | +122.1% | +93.1% |
| All | +296.4% | +1.5% | +294.9% | +259.6% |
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