+4.0%
ROL vs BAH
-26.3%
+30.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.4% | +2.4% | -1.5% |
| 7D | +9.5% | -3.5% | +13.0% | +10.0% |
| 30D | +22.9% | +24.3% | -1.3% | +19.8% |
| 3M | +3.5% | +16.3% | -12.8% | +1.5% |
| 6M | -29.4% | +13.6% | -43.0% | -30.8% |
| YTD | -36.1% | +3.5% | -39.5% | -37.2% |
| 1Y | -34.4% | +2.7% | -37.1% | -35.5% |
| 3Y | +4.0% | -26.6% | +30.6% | +4.3% |
| All | +4.0% | -26.3% | +30.3% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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