+291.3%
IR vs ROL
+124.5%
+166.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.1% |
| 7D | -2.8% | -1.4% | -1.4% | -2.3% |
| 30D | -15.1% | -4.1% | -11.0% | -13.8% |
| 3M | +6.1% | -22.5% | +28.6% | +16.3% |
| 6M | -16.8% | -37.7% | +20.8% | -0.6% |
| YTD | -3.5% | -39.6% | +36.0% | +16.2% |
| 1Y | -3.5% | -36.0% | +32.5% | +13.3% |
| 3Y | +9.5% | -5.1% | +14.6% | +7.3% |
| 5Y | +45.1% | -3.4% | +48.5% | +38.1% |
| All | +291.3% | +124.5% | +166.8% | +174.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling