+40,501.7%
LOW vs ROL
+9,732.8%
+30,768.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +8.7% | +3.4% | +5.3% | +7.4% |
| 30D | +25.5% | +20.8% | +4.7% | +17.2% |
| 3M | +6.6% | +3.7% | +2.9% | +5.1% |
| 6M | +2.4% | -27.7% | +30.1% | +14.5% |
| YTD | -1.7% | -34.9% | +33.2% | +13.8% |
| 1Y | +1.7% | -33.3% | +35.0% | +16.7% |
| 3Y | +26.6% | +4.3% | +22.3% | +21.7% |
| 5Y | +10.1% | +15.0% | -4.8% | +0.4% |
| 10Y | +303.3% | +214.7% | +88.6% | +150.9% |
| All | +40,501.7% | +9,732.8% | +30,768.8% | +6,869.6% |
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