-36.0%
ROL vs BEN
+42.6%
-78.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.1% | 0.0% |
| 7D | -1.4% | +0.2% | -1.7% | -1.5% |
| 30D | -4.1% | -0.5% | -3.5% | -4.0% |
| 3M | -22.5% | +9.7% | -32.2% | -23.6% |
| 6M | -37.7% | +33.9% | -71.6% | -41.0% |
| YTD | -39.6% | +49.0% | -88.6% | -43.7% |
| 1Y | -36.0% | +42.1% | -78.1% | -38.3% |
| All | -36.0% | +42.6% | -78.6% | -38.3% |
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