+208.1%
C vs ROL
+3.8%
+204.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.7% |
| 7D | -2.4% | +9.5% | -11.9% | -3.4% |
| 30D | -6.0% | +22.9% | -28.9% | -8.2% |
| 3M | -10.5% | +3.5% | -14.1% | -10.8% |
| 6M | -5.7% | -29.4% | +23.7% | -0.2% |
| YTD | +4.1% | -36.1% | +40.2% | +12.3% |
| 1Y | +20.5% | -34.4% | +54.8% | +29.3% |
| 3Y | +208.1% | +4.0% | +204.1% | +192.2% |
| All | +208.1% | +3.8% | +204.3% | +192.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling