-0.5%
ROL vs A
-12.8%
+12.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.3% |
| 7D | -1.4% | -1.9% | +0.5% | -1.1% |
| 30D | -4.1% | +6.9% | -11.0% | -5.4% |
| 3M | -22.5% | +9.2% | -31.7% | -24.0% |
| 6M | -37.7% | +25.7% | -63.3% | -40.9% |
| YTD | -39.6% | +11.5% | -51.1% | -41.2% |
| 1Y | -36.0% | +18.4% | -54.4% | -38.8% |
| 3Y | -5.1% | +26.6% | -31.7% | -13.1% |
| All | -0.5% | -12.8% | +12.3% | +4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling