-34.7%
ROL vs AA
+13.9%
-48.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.8% | 0.0% | +2.8% |
| 7D | +14.6% | +0.9% | +13.6% | +14.6% |
| 30D | +29.3% | -6.4% | +35.7% | +29.2% |
| 3M | +2.0% | -13.0% | +15.0% | +1.8% |
| 6M | -28.5% | -34.6% | +6.1% | -29.5% |
| YTD | -35.3% | -23.0% | -12.3% | -36.7% |
| 1Y | -34.7% | +16.0% | -50.7% | -37.1% |
| All | -34.7% | +13.9% | -48.6% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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