+992.7%
C vs ROL
+9,768.6%
-8,775.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.0% | -6.0% | -5.5% |
| 7D | -5.3% | +11.7% | -17.0% | -10.0% |
| 30D | -7.3% | +27.7% | -35.0% | -17.4% |
| 3M | -13.5% | +3.7% | -17.1% | -15.6% |
| 6M | -6.5% | -27.8% | +21.3% | +6.4% |
| YTD | +3.6% | -34.7% | +38.3% | +22.8% |
| 1Y | +18.9% | -34.1% | +53.0% | +40.2% |
| 3Y | +205.0% | +5.9% | +199.1% | +181.4% |
| 5Y | +109.4% | +15.6% | +93.7% | +79.0% |
| 10Y | +232.9% | +226.5% | +6.4% | +59.9% |
| All | +992.7% | +9,768.6% | -8,775.9% | +36.7% |
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 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