+322.4%
NET vs ROL
+5.0%
+317.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.8% | -5.3% | -2.6% |
| 7D | -16.4% | +14.6% | -30.9% | -16.5% |
| 30D | -25.8% | +29.3% | -55.1% | -26.4% |
| 3M | -11.5% | +2.0% | -13.5% | -11.0% |
| 6M | +18.9% | -28.5% | +47.5% | +22.9% |
| YTD | +35.2% | -35.3% | +70.5% | +41.4% |
| 1Y | +14.5% | -34.7% | +49.1% | +19.5% |
| All | +322.4% | +5.0% | +317.4% | +227.2% |
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