-35.3%
DOW vs ROL
+7.0%
-42.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.5% | -3.1% |
| 7D | -2.4% | -1.4% | -1.0% | -2.3% |
| 30D | +0.4% | -4.1% | +4.5% | +0.7% |
| 3M | -14.4% | -22.5% | +8.1% | -12.4% |
| 6M | -7.0% | -37.7% | +30.7% | -3.0% |
| YTD | +30.2% | -39.6% | +69.8% | +36.5% |
| 1Y | +29.2% | -36.0% | +65.2% | +34.8% |
| All | -35.3% | +7.0% | -42.4% | -38.3% |
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