+894.6%
FIX vs ROL
+14.0%
+880.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | +1.0% | -12.6% | -11.8% |
| 7D | -27.2% | +11.7% | -39.0% | -29.1% |
| 30D | -46.9% | +27.7% | -74.6% | -50.2% |
| 3M | -44.4% | +3.7% | -48.1% | -44.9% |
| 6M | -50.9% | -27.8% | -23.1% | -45.8% |
| YTD | +3.5% | -34.7% | +38.2% | +18.3% |
| 1Y | -2.1% | -34.1% | +32.0% | +11.3% |
| 3Y | +418.7% | +5.9% | +412.9% | +357.7% |
| 5Y | +894.6% | +15.6% | +878.9% | +712.6% |
| All | +894.6% | +14.0% | +880.6% | +712.6% |
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 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