+165.5%
B vs ROL
+5.9%
+159.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.2% | -1.2% |
| 7D | -7.3% | +3.0% | -10.3% | -7.9% |
| 30D | -3.3% | +19.8% | -23.1% | -6.9% |
| 3M | -7.8% | +7.9% | -15.7% | -9.1% |
| 6M | -15.5% | -25.6% | +10.1% | -8.3% |
| YTD | -12.3% | -34.1% | +21.9% | -1.1% |
| 1Y | +5.4% | -31.4% | +36.8% | +16.8% |
| 3Y | +165.5% | +4.7% | +160.9% | +135.9% |
| All | +165.5% | +5.9% | +159.7% | +135.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling