+512.8%
F vs ROL
+9,768.6%
-9,255.8%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.4% |
| 7D | +1.4% | +11.7% | -10.4% | -2.4% |
| 30D | +2.0% | +27.7% | -25.7% | -6.2% |
| 3M | -10.4% | +3.7% | -14.0% | -11.7% |
| 6M | +9.7% | -27.8% | +37.5% | +21.2% |
| YTD | -1.2% | -34.7% | +33.5% | +12.5% |
| 1Y | 0.0% | -34.1% | +34.1% | +13.4% |
| 3Y | +41.1% | +5.9% | +35.2% | +34.2% |
| 5Y | -11.4% | +15.6% | -27.1% | -19.5% |
| 10Y | +85.0% | +226.5% | -141.5% | +12.3% |
| All | +512.8% | +9,768.6% | -9,255.8% | +41.2% |
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