-33.6%
ROL vs AS
+6.1%
-39.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.5% |
| 7D | +2.9% | +4.5% | -1.6% | +2.1% |
| 30D | +20.1% | +13.2% | +6.9% | +17.8% |
| 3M | +3.2% | -11.9% | +15.1% | +4.5% |
| 6M | -28.0% | -11.6% | -16.5% | -27.2% |
| YTD | -35.3% | -14.7% | -20.6% | -34.1% |
| 1Y | -33.6% | +5.7% | -39.4% | -32.3% |
| All | -33.6% | +6.1% | -39.7% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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