+4.0%
ROL vs AVAV
-5.8%
+9.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +10.5% | -12.6% | -2.1% |
| 7D | +9.5% | -10.6% | +20.1% | +9.5% |
| 30D | +22.9% | -18.8% | +41.7% | +23.0% |
| 3M | +3.5% | -34.1% | +37.6% | +3.7% |
| 6M | -29.4% | -35.3% | +5.9% | -29.3% |
| YTD | -36.1% | -53.4% | +17.3% | -35.8% |
| 1Y | -34.4% | -65.6% | +31.3% | -34.0% |
| 3Y | +4.0% | -5.1% | +9.1% | -0.4% |
| All | +4.0% | -5.8% | +9.8% | -0.4% |
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