-27.4%
ON vs ROL
+1.0%
-28.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.5% | -1.9% | -4.2% |
| 7D | -2.2% | -3.4% | +1.3% | -1.8% |
| 30D | -12.4% | -6.9% | -5.5% | -11.8% |
| 3M | -41.2% | -24.6% | -16.6% | -39.5% |
| 6M | +25.0% | -39.5% | +64.5% | +33.7% |
| YTD | +31.3% | -41.1% | +72.4% | +40.9% |
| 1Y | +45.4% | -37.9% | +83.4% | +54.4% |
| 3Y | -27.4% | +0.8% | -28.2% | -30.7% |
| All | -27.4% | +1.0% | -28.4% | -30.7% |
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