+911.5%
BE vs ROL
+62.4%
+849.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.4% | +6.9% | +7.2% |
| 7D | +20.0% | -1.4% | +21.4% | +20.8% |
| 30D | +7.9% | -4.1% | +12.0% | +9.7% |
| 3M | -13.2% | -22.5% | +9.3% | -3.8% |
| 6M | +53.5% | -37.7% | +91.1% | +90.1% |
| YTD | +191.0% | -39.6% | +230.6% | +264.8% |
| 1Y | +360.5% | -36.0% | +396.5% | +450.8% |
| 3Y | +1,568.0% | -5.1% | +1,573.2% | +1,441.9% |
| 5Y | +1,055.2% | -3.4% | +1,058.6% | +920.0% |
| All | +911.5% | +62.4% | +849.1% | +543.1% |
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 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