+7,433.0%
FIX vs ROL
+5,055.6%
+2,377.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | +1.0% | -12.6% | -12.0% |
| 7D | -27.2% | +11.7% | -39.0% | -31.1% |
| 30D | -46.9% | +27.7% | -74.6% | -53.2% |
| 3M | -44.4% | +3.7% | -48.1% | -46.3% |
| 6M | -50.9% | -27.8% | -23.1% | -44.6% |
| YTD | +3.5% | -34.7% | +38.2% | +22.0% |
| 1Y | -2.1% | -34.1% | +32.0% | +14.7% |
| 3Y | +418.7% | +5.9% | +412.9% | +368.4% |
| 5Y | +894.6% | +15.6% | +878.9% | +743.8% |
| 10Y | +3,465.5% | +226.5% | +3,239.0% | +1,618.5% |
| All | +7,433.0% | +5,055.6% | +2,377.4% | +1,161.8% |
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