-33.2%
ROL vs ALL
+30.4%
-63.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | +0.8% | -2.6% | +3.3% | +1.4% |
| 30D | +20.6% | +12.7% | +7.9% | +17.5% |
| 3M | +4.5% | +0.4% | +4.1% | +4.0% |
| 6M | -26.5% | +23.8% | -50.3% | -30.5% |
| YTD | -34.8% | +27.8% | -62.6% | -38.7% |
| 1Y | -33.2% | +28.9% | -62.1% | -37.4% |
| All | -33.2% | +30.4% | -63.6% | -37.4% |
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