+47.9%
DE vs ROL
-35.4%
+83.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | +10.0% | -1.4% | +11.5% | +10.2% |
| 30D | +13.3% | -4.1% | +17.4% | +13.8% |
| 3M | +17.5% | -22.5% | +40.0% | +20.8% |
| 6M | +13.6% | -37.7% | +51.2% | +23.6% |
| YTD | +49.8% | -39.6% | +89.4% | +65.0% |
| 1Y | +47.9% | -36.0% | +83.9% | +64.4% |
| All | +47.9% | -35.4% | +83.3% | +64.4% |
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