-9.1%
ROL vs AS
+133.7%
-142.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.2% |
| 7D | +11.7% | +7.1% | +4.6% | +11.2% |
| 30D | +27.7% | +12.8% | +14.9% | +26.6% |
| 3M | +3.7% | -14.7% | +18.4% | +4.6% |
| 6M | -27.8% | -9.9% | -17.8% | -27.4% |
| YTD | -34.7% | -16.1% | -18.5% | -34.2% |
| 1Y | -34.1% | +0.2% | -34.3% | -34.2% |
| All | -9.1% | +133.7% | -142.8% | -12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling