+39,776.7%
LOW vs ROL
+9,850.6%
+29,926.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.4% | -0.8% |
| 7D | +1.4% | +3.0% | -1.6% | +0.3% |
| 30D | +21.7% | +19.8% | +1.9% | +14.0% |
| 3M | +5.0% | +7.9% | -2.9% | +2.0% |
| 6M | +4.6% | -25.6% | +30.2% | +15.8% |
| YTD | -3.5% | -34.1% | +30.7% | +11.3% |
| 1Y | +0.5% | -31.4% | +31.9% | +14.2% |
| 3Y | +24.8% | +4.7% | +20.1% | +19.8% |
| 5Y | +6.5% | +15.6% | -9.2% | -3.2% |
| 10Y | +294.6% | +220.6% | +73.9% | +143.8% |
| All | +39,776.7% | +9,850.6% | +29,926.2% | +6,714.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling