+4.6%
ROL vs AA
+75.5%
-71.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.4% |
| 7D | -1.4% | -0.7% | -0.7% | -1.4% |
| 30D | -4.1% | +5.0% | -9.1% | -4.2% |
| 3M | -22.5% | -35.8% | +13.3% | -22.1% |
| 6M | -37.7% | -18.4% | -19.3% | -37.7% |
| YTD | -39.6% | -5.5% | -34.1% | -39.9% |
| 1Y | -36.0% | +61.0% | -97.0% | -37.3% |
| All | +4.6% | +75.5% | -71.0% | -2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling