+188.0%
ON vs ROL
+6,479.8%
-6,291.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +2.1% | +7.1% | +8.1% |
| 7D | -1.4% | +7.5% | -8.9% | -4.9% |
| 30D | -10.9% | +21.1% | -32.0% | -19.4% |
| 3M | -14.9% | +3.1% | -18.0% | -17.2% |
| 6M | -33.0% | -27.4% | -5.6% | -23.5% |
| YTD | +27.6% | -34.7% | +62.3% | +52.9% |
| 1Y | +44.5% | -32.9% | +77.4% | +70.5% |
| 3Y | +7.4% | +6.1% | +1.3% | -3.1% |
| 5Y | +18.7% | +16.3% | +2.4% | -1.2% |
| 10Y | +516.0% | +214.9% | +301.1% | +186.7% |
| All | +188.0% | +6,479.8% | -6,291.9% | -76.7% |
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 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