-0.4%
ROL vs BBWI
-47.8%
+47.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.3% | +5.1% | -1.0% |
| 7D | -3.3% | -4.4% | +1.1% | -3.1% |
| 30D | -7.2% | -7.4% | +0.2% | -7.0% |
| 3M | -27.0% | -2.2% | -24.7% | -26.9% |
| 6M | -39.5% | -16.3% | -23.2% | -39.2% |
| YTD | -41.8% | -9.1% | -32.7% | -41.7% |
| 1Y | -38.9% | -34.5% | -4.3% | -38.1% |
| All | -0.4% | -47.8% | +47.4% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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