-33.1%
ROL vs ALL
+28.9%
-62.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.2% |
| 7D | +7.5% | -3.9% | +11.4% | +8.6% |
| 30D | +21.1% | +10.6% | +10.5% | +18.7% |
| 3M | +3.1% | -4.6% | +7.7% | +3.9% |
| 6M | -27.4% | +20.2% | -47.6% | -30.8% |
| YTD | -34.7% | +23.7% | -58.4% | -38.1% |
| All | -33.1% | +28.9% | -62.0% | -36.9% |
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