-0.5%
ROL vs APD
+27.6%
-28.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.6% |
| 7D | -1.4% | -2.2% | +0.8% | -1.0% |
| 30D | -4.1% | +2.1% | -6.2% | -4.5% |
| 3M | -22.5% | +7.2% | -29.7% | -23.8% |
| 6M | -37.7% | +11.2% | -48.9% | -39.2% |
| YTD | -39.6% | +24.4% | -64.0% | -42.7% |
| 1Y | -36.0% | +6.7% | -42.7% | -37.2% |
| 3Y | -5.1% | +9.2% | -14.4% | -8.1% |
| All | -0.5% | +27.6% | -28.1% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 5y: compounded portfolio wealth divided by compounded APD 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…
5y analysis · Full analysis span regression · 6 months rolling