+593.0%
BE vs ROL
+71.8%
+521.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.1% | +5.5% | +4.3% |
| 7D | -14.7% | +9.5% | -24.2% | -18.1% |
| 30D | -40.5% | +22.9% | -63.5% | -46.2% |
| 3M | -24.3% | +3.5% | -27.9% | -26.5% |
| 6M | -39.3% | -29.4% | -9.9% | -30.1% |
| YTD | +99.4% | -36.1% | +135.4% | +141.0% |
| 1Y | +26.6% | -34.4% | +60.9% | +50.7% |
| 3Y | +1,616.9% | +4.0% | +1,612.9% | +1,406.4% |
| 5Y | +441.4% | +13.2% | +428.1% | +338.2% |
| All | +593.0% | +71.8% | +521.1% | +325.0% |
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 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