-3.5%
IR vs ROL
-35.4%
+31.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | -2.8% | -1.4% | -1.4% | -2.5% |
| 30D | -15.1% | -4.1% | -11.0% | -14.3% |
| 3M | +6.1% | -22.5% | +28.6% | +12.4% |
| 6M | -16.8% | -37.7% | +20.8% | -5.4% |
| YTD | -3.5% | -39.6% | +36.0% | +10.1% |
| 1Y | -3.5% | -36.0% | +32.5% | +10.7% |
| All | -3.5% | -35.4% | +31.9% | +10.7% |
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