+4.3%
ROL vs AR
+42.3%
-37.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.3% | -2.5% | +1.7% |
| 7D | +3.4% | -5.8% | +9.2% | +3.5% |
| 30D | +20.8% | +4.8% | +15.9% | +20.4% |
| 3M | +3.7% | +1.5% | +2.2% | +3.5% |
| 6M | -27.7% | +4.7% | -32.4% | -27.9% |
| YTD | -34.9% | +9.2% | -44.1% | -35.3% |
| 1Y | -33.3% | +11.2% | -44.5% | -33.7% |
| 3Y | +4.3% | +46.2% | -41.9% | +8.1% |
| All | +4.3% | +42.3% | -37.9% | +8.1% |
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