-36.0%
ROL vs AGI
+17.6%
-53.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +0.5% |
| 7D | -1.4% | +0.6% | -2.0% | -1.5% |
| 30D | -4.1% | +18.2% | -22.3% | -4.8% |
| 3M | -22.5% | -4.1% | -18.4% | -22.4% |
| 6M | -37.7% | -28.7% | -9.0% | -36.8% |
| YTD | -39.6% | -4.0% | -35.6% | -38.4% |
| 1Y | -36.0% | +17.4% | -53.4% | -34.6% |
| All | -36.0% | +17.6% | -53.6% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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