-34.7%
ROL vs AU
+42.5%
-77.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +8.0% | -5.2% | +2.4% |
| 7D | +14.6% | +0.8% | +13.8% | +14.4% |
| 30D | +29.3% | -7.0% | +36.2% | +29.5% |
| 3M | +2.0% | +8.5% | -6.5% | +0.9% |
| 6M | -28.5% | -1.3% | -27.3% | -29.1% |
| YTD | -35.3% | +6.8% | -42.1% | -35.8% |
| 1Y | -34.7% | +44.6% | -79.3% | -36.1% |
| All | -34.7% | +42.5% | -77.2% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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