+4.7%
ROL vs AFRM
-23.4%
+28.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.8% | +8.8% | +1.4% |
| 7D | +11.7% | -6.9% | +18.7% | +12.1% |
| 30D | +27.7% | -7.0% | +34.7% | +28.1% |
| 3M | +3.7% | -11.2% | +14.9% | +4.1% |
| 6M | -27.8% | +4.3% | -32.0% | -28.2% |
| YTD | -34.7% | -6.4% | -28.3% | -35.0% |
| 1Y | -34.1% | -2.6% | -31.5% | -34.6% |
| 3Y | +5.9% | +210.6% | -204.7% | -4.7% |
| 5Y | +15.6% | -57.6% | +73.2% | +7.6% |
| All | +4.7% | -23.4% | +28.1% | -5.4% |
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