+4.0%
ROL vs AR
+19.9%
-15.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -2.1% |
| 7D | +9.5% | -14.3% | +23.8% | +9.7% |
| 30D | +22.9% | +1.4% | +21.5% | +22.7% |
| 3M | +3.5% | +3.4% | +0.2% | +3.2% |
| 6M | -29.4% | -2.1% | -27.3% | -29.5% |
| YTD | -36.1% | +4.7% | -40.8% | -36.4% |
| 1Y | -34.4% | +10.6% | -44.9% | -34.8% |
| 3Y | +4.0% | +24.6% | -20.6% | +7.1% |
| All | +4.0% | +19.9% | -15.9% | +7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling