-29.1%
ROL vs BIYA
-99.8%
+70.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.2% | +0.4% |
| 7D | -1.4% | +1.3% | -2.8% | -1.4% |
| 30D | -4.1% | -21.0% | +16.9% | -4.0% |
| 3M | -22.5% | -74.3% | +51.8% | -22.5% |
| 6M | -37.7% | -84.6% | +47.0% | -37.4% |
| YTD | -39.6% | -94.2% | +54.6% | -39.6% |
| 1Y | -36.0% | -98.2% | +62.2% | -36.5% |
| All | -29.1% | -99.8% | +70.6% | -30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 all: compounded portfolio wealth divided by compounded BIYA 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…
all analysis · Full analysis span regression · 6 months rolling