+8.4%
LOW vs ROL
-2.9%
+11.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.8% | -1.0% |
| 7D | +0.4% | -3.4% | +3.8% | +1.5% |
| 30D | -10.1% | -6.9% | -3.2% | -8.1% |
| 3M | -2.9% | -24.6% | +21.8% | +5.8% |
| 6M | -19.4% | -39.5% | +20.1% | -6.1% |
| YTD | -15.4% | -41.1% | +25.7% | -1.0% |
| 1Y | -24.9% | -37.9% | +13.0% | -13.7% |
| 3Y | -7.8% | +0.8% | -8.6% | -10.4% |
| 5Y | +8.4% | -4.7% | +13.1% | +0.5% |
| All | +8.4% | -2.9% | +11.3% | +0.5% |
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 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