+40.4%
EXC vs ROL
+15.7%
+24.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.2% | +0.8% |
| 7D | +1.4% | +3.0% | -1.6% | +0.7% |
| 30D | +8.6% | +19.8% | -11.2% | +4.2% |
| 3M | +2.4% | +7.9% | -5.5% | +0.4% |
| 6M | +6.5% | -25.6% | +32.1% | +13.3% |
| YTD | +9.0% | -34.1% | +43.2% | +18.3% |
| 1Y | +4.6% | -31.4% | +36.0% | +12.1% |
| 3Y | +33.5% | +4.7% | +28.8% | +26.1% |
| All | +40.4% | +15.7% | +24.8% | +26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling