+6.1%
ROL vs AVAV
+2.7%
+3.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +12.6% | -10.5% | +2.1% |
| 7D | +7.5% | +3.2% | +4.4% | +7.5% |
| 30D | +21.1% | -7.4% | +28.5% | +21.2% |
| 3M | +3.1% | -32.0% | +35.2% | +3.3% |
| 6M | -27.4% | -24.6% | -2.9% | -27.4% |
| YTD | -34.7% | -47.5% | +12.8% | -34.5% |
| 1Y | -32.9% | -61.5% | +28.5% | -32.6% |
| 3Y | +6.1% | +5.5% | +0.7% | +4.5% |
| All | +6.1% | +2.7% | +3.4% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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