-0.4%
ROL vs AU
+604.2%
-604.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.2% |
| 7D | -3.3% | +0.6% | -3.9% | -3.3% |
| 30D | -7.2% | +12.3% | -19.5% | -8.0% |
| 3M | -27.0% | +29.4% | -56.3% | -28.4% |
| 6M | -39.5% | +3.2% | -42.7% | -40.0% |
| YTD | -41.8% | +31.8% | -73.6% | -43.2% |
| 1Y | -38.9% | +83.4% | -122.3% | -41.9% |
| All | -0.4% | +604.2% | -604.6% | -14.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling