+31.7%
EXC vs ROL
+3.2%
+28.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.3% |
| 7D | -1.9% | -1.7% | -0.2% | -1.6% |
| 30D | +7.8% | +18.5% | -10.8% | +4.6% |
| 3M | +1.9% | +4.3% | -2.5% | +0.8% |
| 6M | +3.4% | -27.7% | +31.1% | +8.5% |
| YTD | +7.6% | -35.8% | +43.4% | +13.8% |
| 1Y | +2.1% | -34.1% | +36.2% | +7.1% |
| All | +31.7% | +3.2% | +28.5% | +17.0% |
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