+4.0%
ROL vs ALL
+105.5%
-101.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.5% | +2.4% | -0.8% |
| 7D | +9.5% | -1.9% | +11.4% | +10.1% |
| 30D | +22.9% | +13.8% | +9.2% | +18.8% |
| 3M | +3.5% | -7.0% | +10.5% | +5.4% |
| 6M | -29.4% | +18.0% | -47.4% | -33.0% |
| YTD | -36.1% | +24.2% | -60.3% | -40.3% |
| 1Y | -34.4% | +31.2% | -65.5% | -39.8% |
| 3Y | +4.0% | +107.5% | -103.5% | -14.8% |
| All | +4.0% | +105.5% | -101.5% | -14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling