-33.3%
ROL vs AA
+4.5%
-37.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.4% | +4.1% | -0.4% |
| 7D | +3.4% | +1.2% | +2.2% | +3.4% |
| 30D | +20.8% | -5.0% | +25.8% | +20.7% |
| 3M | +3.7% | -22.2% | +25.9% | +3.4% |
| 6M | -27.7% | -36.3% | +8.7% | -28.6% |
| YTD | -34.9% | -24.2% | -10.7% | -36.4% |
| 1Y | -33.3% | +3.9% | -37.2% | -36.4% |
| All | -33.3% | +4.5% | -37.8% | -36.4% |
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