+2,451.3%
EXC vs ROL
+9,562.4%
-7,111.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.5% |
| 7D | -1.2% | +9.5% | -10.7% | -3.3% |
| 30D | +10.0% | +22.9% | -13.0% | +4.7% |
| 3M | +1.6% | +3.5% | -1.9% | +0.6% |
| 6M | +3.3% | -29.4% | +32.6% | +11.3% |
| YTD | +7.6% | -36.1% | +43.6% | +18.1% |
| 1Y | +3.5% | -34.4% | +37.8% | +12.8% |
| 3Y | +27.7% | +4.0% | +23.7% | +24.0% |
| 5Y | +41.1% | +13.2% | +27.9% | +32.8% |
| 10Y | +178.2% | +219.7% | -41.5% | +106.2% |
| All | +2,451.3% | +9,562.4% | -7,111.1% | +925.5% |
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