-34.1%
ROL vs BAX
+40.9%
-75.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -0.9% |
| 7D | -1.7% | +0.4% | -2.0% | -1.8% |
| 30D | +18.5% | +3.4% | +15.1% | +17.1% |
| 3M | +4.3% | -4.5% | +8.8% | +5.2% |
| 6M | -27.7% | +44.0% | -71.7% | -35.6% |
| YTD | -35.8% | +34.9% | -70.7% | -39.8% |
| 1Y | -34.1% | +37.9% | -72.0% | -38.5% |
| All | -34.1% | +40.9% | -75.0% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 1y: compounded portfolio wealth divided by compounded BAX 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…
1y analysis · Full analysis span regression · 6 months rolling