+16.3%
FIX vs ROL
-34.6%
+50.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -3.2% |
| 7D | +17.0% | -1.7% | +18.7% | +16.3% |
| 30D | -30.6% | +18.5% | -49.1% | -26.9% |
| 3M | -35.0% | +4.3% | -39.4% | -33.1% |
| 6M | -44.0% | -27.7% | -16.2% | -41.9% |
| YTD | +21.1% | -35.8% | +56.9% | +31.9% |
| 1Y | +16.3% | -34.1% | +50.4% | +25.0% |
| All | +16.3% | -34.6% | +50.9% | +25.0% |
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