-34.7%
ROL vs BEN
+56.2%
-90.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.7% | -1.9% | +2.1% |
| 7D | +14.6% | +6.7% | +7.8% | +13.5% |
| 30D | +29.3% | +3.0% | +26.3% | +28.5% |
| 3M | +2.0% | -4.3% | +6.3% | +2.2% |
| 6M | -28.5% | +16.4% | -44.9% | -30.6% |
| YTD | -35.3% | +46.8% | -82.1% | -39.8% |
| 1Y | -34.7% | +57.3% | -92.0% | -39.4% |
| All | -34.7% | +56.2% | -90.9% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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