+46.0%
F vs ROL
-4.8%
+50.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.0% | +1.4% |
| 7D | +5.3% | -1.4% | +6.8% | +5.6% |
| 30D | +4.6% | -4.1% | +8.7% | +5.3% |
| 3M | -3.7% | -22.5% | +18.8% | +0.5% |
| 6M | +16.8% | -37.7% | +54.5% | +27.4% |
| YTD | +15.3% | -39.6% | +54.9% | +26.0% |
| 1Y | +31.0% | -36.0% | +67.0% | +40.8% |
| All | +46.0% | -4.8% | +50.8% | +42.4% |
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