-9.4%
ROL vs AS
+137.8%
-147.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | -0.2% |
| 7D | +3.4% | +4.5% | -1.1% | +3.1% |
| 30D | +20.8% | +13.2% | +7.5% | +19.7% |
| 3M | +3.7% | -11.9% | +15.6% | +4.4% |
| 6M | -27.7% | -11.6% | -16.1% | -27.3% |
| YTD | -34.9% | -14.7% | -20.2% | -34.5% |
| 1Y | -33.3% | +5.7% | -39.0% | -33.6% |
| All | -9.4% | +137.8% | -147.2% | -13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling