+216.5%
C vs ROL
+4.8%
+211.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -0.4% | +0.8% | -1.2% | -0.5% |
| 30D | -5.3% | +20.6% | -25.9% | -7.3% |
| 3M | -8.0% | +4.5% | -12.5% | -8.3% |
| 6M | -0.3% | -26.5% | +26.3% | +4.8% |
| YTD | +8.6% | -34.8% | +43.5% | +16.9% |
| 1Y | +25.8% | -33.2% | +59.0% | +34.7% |
| All | +216.5% | +4.8% | +211.7% | +209.5% |
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