+27.8%
DOW vs ROL
-38.8%
+66.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.5% |
| 7D | -6.0% | -3.3% | -2.7% | -5.7% |
| 30D | -2.7% | -7.2% | +4.5% | -2.0% |
| 3M | -10.5% | -27.0% | +16.5% | -7.7% |
| 6M | -12.4% | -39.5% | +27.1% | -8.2% |
| YTD | +30.0% | -41.8% | +71.8% | +38.2% |
| 1Y | +27.8% | -38.9% | +66.7% | +39.5% |
| All | +27.8% | -38.8% | +66.6% | +39.5% |
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 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