-34.7%
ROL vs AR
+14.7%
-49.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -6.3% | +9.0% | +2.7% |
| 7D | +14.6% | -11.1% | +25.7% | +14.6% |
| 30D | +29.3% | +7.9% | +21.4% | +28.4% |
| 3M | +2.0% | +4.9% | -2.9% | +1.4% |
| 6M | -28.5% | -5.3% | -23.2% | -28.7% |
| YTD | -35.3% | +8.6% | -43.9% | -36.3% |
| 1Y | -34.7% | +13.7% | -48.4% | -35.9% |
| All | -34.7% | +14.7% | -49.4% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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