+55.3%
BE vs ROL
-34.1%
+89.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.8% | -9.1% | -5.3% |
| 7D | -12.1% | +14.6% | -26.7% | -7.2% |
| 30D | -30.1% | +29.3% | -59.4% | -22.8% |
| 3M | -12.1% | +2.0% | -14.1% | -9.0% |
| 6M | -30.6% | -28.5% | -2.0% | -26.4% |
| YTD | +130.6% | -35.3% | +166.0% | +154.8% |
| 1Y | +55.3% | -34.7% | +90.0% | +67.4% |
| All | +55.3% | -34.1% | +89.4% | +67.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling