+25.7%
C vs ROL
-31.8%
+57.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.1% |
| 7D | +4.2% | +3.0% | +1.2% | +4.1% |
| 30D | +2.0% | +19.8% | -17.8% | +1.3% |
| 3M | -10.1% | +7.9% | -18.0% | -10.0% |
| 6M | +1.0% | -25.6% | +26.6% | +6.3% |
| YTD | +8.5% | -34.1% | +42.6% | +20.4% |
| 1Y | +25.7% | -31.4% | +57.1% | +38.9% |
| All | +25.7% | -31.8% | +57.6% | +38.9% |
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 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