-0.4%
ROL vs BDX
-9.0%
+8.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.4% |
| 7D | -3.3% | -3.6% | +0.3% | -2.5% |
| 30D | -7.2% | +0.7% | -7.9% | -7.4% |
| 3M | -27.0% | +19.0% | -45.9% | -29.8% |
| 6M | -39.5% | +10.8% | -50.3% | -41.0% |
| YTD | -41.8% | +20.1% | -61.9% | -44.1% |
| 1Y | -38.9% | +23.1% | -61.9% | -41.6% |
| All | -0.4% | -9.0% | +8.6% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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