-34.1%
ROL vs AR
+10.2%
-44.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.4% |
| 7D | -1.7% | +6.4% | -8.1% | -1.6% |
| 30D | +18.5% | +3.1% | +15.4% | +18.2% |
| 3M | +4.3% | +3.3% | +1.1% | +3.9% |
| 6M | -27.7% | +6.6% | -34.3% | -28.1% |
| YTD | -35.8% | +12.3% | -48.1% | -36.7% |
| 1Y | -34.1% | +12.3% | -46.4% | -35.1% |
| All | -34.1% | +10.2% | -44.3% | -35.1% |
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