-34.7%
ROL vs BB
+88.0%
-122.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +7.0% | -4.2% | +3.2% |
| 7D | +14.6% | -6.8% | +21.4% | +14.1% |
| 30D | +29.3% | -3.5% | +32.8% | +29.0% |
| 3M | +2.0% | -1.2% | +3.2% | +2.1% |
| 6M | -28.5% | +57.0% | -85.5% | -30.2% |
| YTD | -35.3% | +131.1% | -166.5% | -39.0% |
| 1Y | -34.7% | +87.6% | -122.3% | -38.1% |
| All | -34.7% | +88.0% | -122.7% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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