-0.4%
ROL vs AUR
+81.4%
-81.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.7% | +0.1% |
| 7D | -3.2% | +0.2% | -3.4% | -3.2% |
| 30D | -6.6% | -8.9% | +2.3% | -6.4% |
| 3M | -27.3% | +4.6% | -31.9% | -27.5% |
| 6M | -38.1% | +44.9% | -82.9% | -39.0% |
| YTD | -41.8% | +64.8% | -106.6% | -42.9% |
| 1Y | -37.8% | +16.4% | -54.2% | -38.5% |
| All | -0.4% | +81.4% | -81.7% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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