+675.5%
BE vs ROL
+75.4%
+600.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.1% | +9.8% | +11.0% |
| 7D | -1.2% | +7.5% | -8.7% | -4.3% |
| 30D | -30.9% | +21.1% | -52.0% | -36.8% |
| 3M | -11.6% | +3.1% | -14.8% | -13.8% |
| 6M | -25.7% | -27.4% | +1.7% | -15.4% |
| YTD | +123.1% | -34.7% | +157.9% | +167.6% |
| 1Y | +43.4% | -32.9% | +76.3% | +69.3% |
| 3Y | +1,683.6% | +6.1% | +1,677.5% | +1,453.2% |
| 5Y | +465.4% | +16.3% | +449.1% | +352.4% |
| All | +675.5% | +75.4% | +600.1% | +371.9% |
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 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