+57.7%
GEV vs ROL
-35.4%
+93.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | +0.1% |
| 7D | +3.3% | -1.4% | +4.7% | +3.0% |
| 30D | -7.5% | -4.1% | -3.4% | -8.1% |
| 3M | -2.2% | -22.5% | +20.3% | -4.8% |
| 6M | +12.1% | -37.7% | +49.8% | +10.1% |
| YTD | +44.4% | -39.6% | +84.0% | +43.3% |
| 1Y | +57.7% | -36.0% | +93.7% | +57.3% |
| All | +57.7% | -35.4% | +93.1% | +57.3% |
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 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