+13.6%
ROL vs ARWR
-28.9%
+42.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.2% | -3.3% | -2.2% |
| 7D | +9.5% | -2.9% | +12.4% | +9.6% |
| 30D | +22.9% | -5.4% | +28.3% | +23.2% |
| 3M | +3.5% | -32.2% | +35.8% | +5.6% |
| 6M | -29.4% | -26.5% | -2.9% | -28.4% |
| YTD | -36.1% | -12.4% | -23.7% | -36.0% |
| 1Y | -34.4% | +46.9% | -81.2% | -36.5% |
| 3Y | +4.0% | +116.0% | -112.0% | -5.2% |
| All | +13.6% | -28.9% | +42.5% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 5y: compounded portfolio wealth divided by compounded ARWR 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…
5y analysis · Full analysis span regression · 6 months rolling