+5,283.0%
O vs ROL
+4,497.5%
+785.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | 0.0% |
| 7D | +3.3% | +7.5% | -4.2% | +0.7% |
| 30D | +10.3% | +21.1% | -10.8% | +3.0% |
| 3M | -3.5% | +3.1% | -6.6% | -4.9% |
| 6M | -1.3% | -27.4% | +26.2% | +9.7% |
| YTD | +10.3% | -34.7% | +45.1% | +26.6% |
| 1Y | +10.4% | -32.9% | +43.3% | +25.4% |
| 3Y | +40.0% | +6.1% | +33.8% | +33.1% |
| 5Y | +12.4% | +16.3% | -4.0% | +1.3% |
| 10Y | +78.2% | +214.9% | -136.7% | +6.2% |
| All | +5,283.0% | +4,497.5% | +785.5% | +1,419.6% |
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