-1.6%
F vs ROL
-32.4%
+30.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.4% | +0.4% |
| 7D | -0.6% | +7.5% | -8.2% | -1.3% |
| 30D | +2.9% | +21.1% | -18.3% | +1.1% |
| 3M | -9.5% | +3.1% | -12.6% | -10.6% |
| 6M | +4.0% | -27.4% | +31.5% | +3.2% |
| YTD | -1.3% | -34.7% | +33.5% | -3.6% |
| All | -1.6% | -32.4% | +30.8% | -4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling