-3.1%
ROL vs AFRM
-20.4%
+17.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.0% | +0.5% |
| 7D | -1.4% | -7.0% | +5.5% | -1.1% |
| 30D | -4.1% | -7.8% | +3.7% | -3.8% |
| 3M | -22.5% | +5.3% | -27.8% | -22.9% |
| 6M | -37.7% | +42.6% | -80.3% | -39.0% |
| YTD | -39.6% | -2.8% | -36.8% | -39.9% |
| 1Y | -36.0% | -19.3% | -16.7% | -35.9% |
| 3Y | -5.1% | +231.0% | -236.1% | -15.1% |
| 5Y | -3.4% | -22.2% | +18.9% | -11.7% |
| All | -3.1% | -20.4% | +17.3% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 all: compounded portfolio wealth divided by compounded AFRM 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…
all analysis · Full analysis span regression · 6 months rolling