-15.9%
ROL vs AS
+120.4%
-136.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.6% | -3.2% | +0.2% |
| 7D | -1.4% | -4.9% | +3.5% | -1.1% |
| 30D | -4.1% | -19.6% | +15.5% | -2.8% |
| 3M | -22.5% | -14.4% | -8.1% | -21.8% |
| 6M | -37.7% | -20.1% | -17.5% | -36.9% |
| YTD | -39.6% | -20.9% | -18.6% | -38.8% |
| 1Y | -36.0% | -21.9% | -14.2% | -35.3% |
| All | -15.9% | +120.4% | -136.3% | -19.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling