-13.5%
F vs ROL
+16.5%
-30.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.8% |
| 7D | -0.2% | +3.4% | -3.6% | -1.2% |
| 30D | +0.9% | +20.8% | -19.9% | -4.7% |
| 3M | -11.3% | +3.7% | -15.1% | -12.5% |
| 6M | +2.0% | -27.7% | +29.7% | +11.7% |
| YTD | -3.2% | -34.9% | +31.8% | +9.2% |
| 1Y | -3.5% | -33.3% | +29.8% | +7.8% |
| 3Y | +48.1% | +4.3% | +43.8% | +36.4% |
| 5Y | -13.5% | +15.0% | -28.5% | -28.5% |
| All | -13.5% | +16.5% | -30.0% | -28.5% |
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 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