+5,241.4%
O vs ROL
+4,403.7%
+837.6%
-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 | +3.7% | +9.5% | -5.8% | +0.4% |
| 30D | +11.2% | +22.9% | -11.7% | +3.3% |
| 3M | -4.0% | +3.5% | -7.5% | -5.5% |
| 6M | -5.2% | -29.4% | +24.1% | +6.3% |
| YTD | +9.5% | -36.1% | +45.5% | +26.5% |
| 1Y | +10.6% | -34.4% | +45.0% | +26.6% |
| 3Y | +38.1% | +4.0% | +34.1% | +32.3% |
| 5Y | +10.2% | +13.2% | -3.0% | +0.4% |
| 10Y | +71.4% | +219.7% | -148.3% | +1.5% |
| All | +5,241.4% | +4,403.7% | +837.6% | +1,418.9% |
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