-34.7%
ROL vs ALL
+42.7%
-77.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.9% | -0.1% | +2.0% |
| 7D | +14.6% | +7.5% | +7.0% | +12.6% |
| 30D | +29.3% | +19.7% | +9.5% | +24.4% |
| 3M | +2.0% | +2.9% | -0.9% | +0.7% |
| 6M | -28.5% | +23.5% | -52.1% | -32.4% |
| YTD | -35.3% | +31.1% | -66.5% | -39.4% |
| 1Y | -34.7% | +40.5% | -75.2% | -39.2% |
| All | -34.7% | +42.7% | -77.4% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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