-7.8%
LOW vs ROL
+1.0%
-8.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.8% | -1.1% |
| 7D | +0.4% | -3.4% | +3.8% | +1.4% |
| 30D | -10.1% | -6.9% | -3.2% | -8.2% |
| 3M | -2.9% | -24.6% | +21.8% | +5.1% |
| 6M | -19.4% | -39.5% | +20.1% | -7.2% |
| YTD | -15.4% | -41.1% | +25.7% | -2.3% |
| 1Y | -24.9% | -37.9% | +13.0% | -14.6% |
| 3Y | -7.8% | +0.8% | -8.6% | -9.0% |
| All | -7.8% | +1.0% | -8.8% | -9.0% |
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