+44.9%
IR vs ROL
+15.7%
+29.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -1.1% |
| 7D | +2.5% | +3.0% | -0.5% | +1.6% |
| 30D | +9.2% | +19.8% | -10.6% | +2.8% |
| 3M | +0.9% | +7.9% | -7.0% | -1.7% |
| 6M | +19.2% | -25.6% | +44.9% | +31.4% |
| YTD | +7.5% | -34.1% | +41.6% | +23.4% |
| 1Y | +11.7% | -31.4% | +43.1% | +26.4% |
| 3Y | +23.9% | +4.7% | +19.2% | +16.6% |
| All | +44.9% | +15.7% | +29.2% | +28.7% |
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 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