+44.1%
IR vs ROL
+13.1%
+31.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.5% | +2.0% |
| 7D | +3.7% | +9.5% | -5.8% | +0.7% |
| 30D | +7.4% | +22.9% | -15.5% | +0.3% |
| 3M | -5.9% | +3.5% | -9.5% | -7.2% |
| 6M | +5.6% | -29.4% | +35.0% | +18.4% |
| YTD | +4.8% | -36.1% | +40.9% | +21.5% |
| 1Y | +6.9% | -34.4% | +41.3% | +22.7% |
| 3Y | +27.6% | +4.0% | +23.5% | +20.0% |
| All | +44.1% | +13.1% | +31.0% | +29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling