+2,340.5%
EXC vs ROL
+9,030.3%
-6,689.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | +0.3% | -1.4% | +1.7% | +0.6% |
| 30D | -3.7% | -4.1% | +0.4% | -2.8% |
| 3M | -1.3% | -22.5% | +21.2% | +4.5% |
| 6M | -9.7% | -37.7% | +28.0% | +0.4% |
| YTD | +2.9% | -39.6% | +42.5% | +14.7% |
| 1Y | +4.4% | -36.0% | +40.4% | +14.5% |
| 3Y | +22.2% | -5.1% | +27.4% | +21.2% |
| 5Y | +46.7% | -3.4% | +50.1% | +43.2% |
| 10Y | +155.3% | +215.2% | -59.9% | +90.5% |
| All | +2,340.5% | +9,030.3% | -6,689.7% | +896.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling