+4.7%
ROL vs APA
+45.9%
-41.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +0.9% | +2.6% |
| 7D | +3.0% | +8.5% | -5.6% | +3.1% |
| 30D | +19.8% | +2.8% | +17.0% | +19.8% |
| 3M | +7.9% | +21.7% | -13.8% | +8.0% |
| 6M | -25.6% | +32.6% | -58.3% | -25.6% |
| YTD | -34.1% | +103.7% | -137.8% | -33.9% |
| 1Y | -31.4% | +101.8% | -133.2% | -31.2% |
| 3Y | +4.7% | +48.1% | -43.4% | 0.0% |
| All | +4.7% | +45.9% | -41.3% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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