+138.0%
B vs ROL
+13.1%
+124.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.0% |
| 7D | +9.6% | +9.5% | +0.1% | +7.5% |
| 30D | +3.5% | +22.9% | -19.4% | -1.2% |
| 3M | -1.6% | +3.5% | -5.1% | -2.4% |
| 6M | -1.7% | -29.4% | +27.7% | +6.9% |
| YTD | -5.3% | -36.1% | +30.7% | +5.6% |
| 1Y | +27.2% | -34.4% | +61.6% | +40.7% |
| 3Y | +166.1% | +4.0% | +162.1% | +158.8% |
| All | +138.0% | +13.1% | +124.8% | +127.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling