+4.7%
ROL vs ARMK
+96.6%
-92.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.4% | +2.5% |
| 7D | +3.0% | +2.7% | +0.3% | +2.5% |
| 30D | +19.8% | -1.5% | +21.3% | +19.8% |
| 3M | +7.9% | -11.6% | +19.5% | +10.4% |
| 6M | -25.6% | +6.7% | -32.4% | -27.2% |
| YTD | -34.1% | +47.4% | -81.6% | -39.9% |
| 1Y | -31.4% | +41.5% | -72.9% | -37.0% |
| 3Y | +4.7% | +95.5% | -90.9% | -8.0% |
| All | +4.7% | +96.6% | -92.0% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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