+27.6%
IR vs ROL
+3.8%
+23.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.5% | +1.8% |
| 7D | +3.7% | +9.5% | -5.8% | +1.6% |
| 30D | +7.4% | +22.9% | -15.5% | +2.4% |
| 3M | -5.9% | +3.5% | -9.5% | -6.7% |
| 6M | +5.6% | -29.4% | +35.0% | +15.7% |
| YTD | +4.8% | -36.1% | +40.9% | +17.8% |
| 1Y | +6.9% | -34.4% | +41.3% | +19.3% |
| 3Y | +27.6% | +4.0% | +23.5% | +23.2% |
| All | +27.6% | +3.8% | +23.7% | +23.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling