+27.7%
EXC vs ROL
+3.8%
+23.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.6% |
| 7D | -1.2% | +9.5% | -10.7% | -2.7% |
| 30D | +10.0% | +22.9% | -13.0% | +6.1% |
| 3M | +1.6% | +3.5% | -1.9% | +0.7% |
| 6M | +3.3% | -29.4% | +32.6% | +8.8% |
| YTD | +7.6% | -36.1% | +43.6% | +13.8% |
| 1Y | +3.5% | -34.4% | +37.8% | +8.6% |
| 3Y | +27.7% | +4.0% | +23.7% | +13.4% |
| All | +27.7% | +3.8% | +23.8% | +13.4% |
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 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