-33.1%
ROL vs BAX
+47.2%
-80.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.4% | -0.3% | +1.5% |
| 7D | +7.5% | +9.0% | -1.5% | +5.1% |
| 30D | +21.1% | +8.5% | +12.7% | +18.2% |
| 3M | +3.1% | -4.1% | +7.3% | +3.8% |
| 6M | -27.4% | +46.9% | -74.4% | -35.6% |
| YTD | -34.7% | +38.4% | -73.1% | -39.1% |
| All | -33.1% | +47.2% | -80.3% | -38.4% |
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