+4.6%
ROL vs BB
+59.1%
-54.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -1.4% | -5.6% | +4.2% | -1.4% |
| 30D | -4.1% | -11.8% | +7.7% | -4.1% |
| 3M | -22.5% | -25.5% | +3.0% | -22.5% |
| 6M | -37.7% | +121.3% | -158.9% | -39.6% |
| YTD | -39.6% | +103.2% | -142.7% | -41.3% |
| 1Y | -36.0% | +102.6% | -138.6% | -38.0% |
| All | +4.6% | +59.1% | -54.5% | +0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling