+389.6%
BE vs ROL
-38.8%
+428.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -3.4% |
| 7D | +23.9% | -3.3% | +27.2% | +22.1% |
| 30D | +27.8% | -7.2% | +35.1% | +23.9% |
| 3M | +3.7% | -27.0% | +30.7% | -6.3% |
| 6M | +78.0% | -39.5% | +117.5% | +54.8% |
| YTD | +209.9% | -41.8% | +251.7% | +181.9% |
| 1Y | +389.6% | -38.9% | +428.5% | +385.1% |
| All | +389.6% | -38.8% | +428.4% | +385.1% |
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