+113.6%
C vs ROL
+14.4%
+99.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -0.4% | +0.8% | -1.2% | -0.6% |
| 30D | -5.3% | +20.6% | -25.9% | -8.5% |
| 3M | -8.0% | +4.5% | -12.5% | -8.8% |
| 6M | -0.3% | -26.5% | +26.3% | +6.0% |
| YTD | +8.6% | -34.8% | +43.5% | +18.5% |
| 1Y | +25.8% | -33.2% | +59.0% | +36.4% |
| 3Y | +221.2% | +4.5% | +216.7% | +210.1% |
| 5Y | +113.6% | +15.5% | +98.0% | +98.7% |
| All | +113.6% | +14.4% | +99.1% | +98.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling