+327.1%
NET vs ROL
-4.8%
+331.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.0% |
| 7D | -7.0% | -1.4% | -5.5% | -6.9% |
| 30D | -4.8% | -4.1% | -0.7% | -4.5% |
| 3M | +3.8% | -22.5% | +26.3% | +6.0% |
| 6M | +50.0% | -37.7% | +87.7% | +57.3% |
| YTD | +41.5% | -39.6% | +81.1% | +49.2% |
| 1Y | +32.8% | -36.0% | +68.8% | +38.5% |
| All | +327.1% | -4.8% | +331.9% | +295.0% |
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