-34.7%
ROL vs BN
-3.9%
-30.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +6.1% | -3.3% | +1.9% |
| 7D | +14.6% | +12.0% | +2.6% | +12.8% |
| 30D | +29.3% | +17.0% | +12.2% | +26.7% |
| 3M | +2.0% | -3.2% | +5.2% | +1.2% |
| 6M | -28.5% | -3.9% | -24.7% | -29.2% |
| YTD | -35.3% | -5.6% | -29.7% | -37.0% |
| 1Y | -34.7% | -4.7% | -29.9% | -36.7% |
| All | -34.7% | -3.9% | -30.8% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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