+32.8%
NET vs ROL
-35.4%
+68.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -1.9% |
| 7D | -7.0% | -1.4% | -5.5% | -7.1% |
| 30D | -4.8% | -4.1% | -0.7% | -5.2% |
| 3M | +3.8% | -22.5% | +26.3% | 0.0% |
| 6M | +50.0% | -37.7% | +87.7% | +40.8% |
| YTD | +41.5% | -39.6% | +81.1% | +35.7% |
| 1Y | +32.8% | -36.0% | +68.8% | +30.6% |
| All | +32.8% | -35.4% | +68.2% | +30.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling