-37.9%
ROL vs ALL
+28.5%
-66.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | -0.2% | -2.0% |
| 7D | -3.4% | -1.7% | -1.7% | -3.0% |
| 30D | -6.9% | -4.7% | -2.3% | -6.0% |
| 3M | -24.6% | +18.4% | -43.0% | -28.4% |
| 6M | -39.5% | +20.5% | -60.0% | -42.9% |
| YTD | -41.1% | +23.5% | -64.6% | -44.8% |
| 1Y | -37.9% | +29.0% | -66.9% | -43.4% |
| All | -37.9% | +28.5% | -66.4% | -43.4% |
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