+2.5%
ROL vs AFRM
-25.1%
+27.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -2.0% |
| 7D | +9.5% | -7.3% | +16.8% | +9.9% |
| 30D | +22.9% | -9.6% | +32.5% | +23.4% |
| 3M | +3.5% | -11.1% | +14.6% | +3.9% |
| 6M | -29.4% | +3.9% | -33.2% | -29.8% |
| YTD | -36.1% | -8.5% | -27.6% | -36.3% |
| 1Y | -34.4% | +3.3% | -37.6% | -35.0% |
| 3Y | +4.0% | +213.7% | -209.7% | -6.5% |
| 5Y | +13.2% | -58.5% | +71.8% | +5.4% |
| All | +2.5% | -25.1% | +27.6% | -7.2% |
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