-0.4%
ROL vs BG
+19.0%
-19.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | -3.3% | +0.5% | -3.8% | -3.3% |
| 30D | -7.2% | +10.3% | -17.5% | -7.6% |
| 3M | -27.0% | -1.9% | -25.1% | -27.0% |
| 6M | -39.5% | +5.2% | -44.8% | -39.7% |
| YTD | -41.8% | +41.2% | -83.0% | -42.7% |
| 1Y | -38.9% | +50.5% | -89.4% | -40.0% |
| All | -0.4% | +19.0% | -19.4% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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