+3.4%
ROL vs BN
+83.8%
-80.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -1.4% | -2.5% | +1.0% | -1.1% |
| 30D | -4.1% | -9.5% | +5.4% | -2.7% |
| 3M | -22.5% | -10.4% | -12.1% | -21.3% |
| 6M | -37.7% | -6.4% | -31.3% | -37.3% |
| YTD | -39.6% | -11.9% | -27.7% | -38.8% |
| 1Y | -36.0% | -8.6% | -27.4% | -35.8% |
| All | +3.4% | +83.8% | -80.3% | -9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling