+0.7%
ROL vs AUR
-34.9%
+35.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.7% | -5.2% | -2.6% |
| 7D | -3.4% | +19.2% | -22.7% | -4.0% |
| 30D | -6.9% | -7.8% | +0.8% | -6.7% |
| 3M | -24.6% | +4.0% | -28.6% | -24.8% |
| 6M | -39.5% | +45.0% | -84.5% | -40.7% |
| YTD | -41.1% | +69.5% | -110.6% | -42.7% |
| 1Y | -37.9% | +13.0% | -51.0% | -38.7% |
| 3Y | +0.8% | +90.4% | -89.6% | -6.3% |
| 5Y | -4.7% | -34.2% | +29.5% | -11.2% |
| All | +0.7% | -34.9% | +35.6% | -6.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling