-37.9%
ROL vs A
+16.1%
-54.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.7% | +0.1% | -2.5% |
| 7D | -3.4% | -2.1% | -1.4% | -3.4% |
| 30D | -6.9% | +0.6% | -7.5% | -7.0% |
| 3M | -24.6% | +10.9% | -35.5% | -24.7% |
| 6M | -39.5% | +28.2% | -67.7% | -40.2% |
| YTD | -41.1% | +8.6% | -49.7% | -40.7% |
| 1Y | -37.9% | +15.5% | -53.5% | -37.0% |
| All | -37.9% | +16.1% | -54.1% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 1y: compounded portfolio wealth divided by compounded A 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…
1y analysis · Full analysis span regression · 6 months rolling