+1,049.0%
FIX vs ROL
+16.5%
+1,032.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.6% |
| 7D | -13.9% | +3.4% | -17.3% | -14.7% |
| 30D | -35.5% | +20.8% | -56.3% | -38.6% |
| 3M | -33.9% | +3.7% | -37.7% | -34.6% |
| 6M | -43.3% | -27.7% | -15.6% | -37.4% |
| YTD | +18.7% | -34.9% | +53.6% | +35.6% |
| 1Y | +13.8% | -33.3% | +47.1% | +28.6% |
| 3Y | +495.0% | +4.3% | +490.6% | +428.2% |
| 5Y | +1,049.0% | +15.0% | +1,034.1% | +843.3% |
| All | +1,049.0% | +16.5% | +1,032.6% | +843.3% |
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