+0.1%
ROL vs BOXX
+14.7%
-14.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.3% |
| 7D | -3.2% | +0.1% | -3.2% | -3.4% |
| 30D | -4.9% | +0.3% | -5.2% | -6.2% |
| 3M | -25.8% | +1.0% | -26.9% | -28.8% |
| 6M | -37.6% | +1.9% | -39.5% | -41.3% |
| YTD | -41.5% | +2.7% | -44.2% | -45.9% |
| 1Y | -39.5% | +4.0% | -43.5% | -45.0% |
| 3Y | +0.1% | +14.7% | -14.5% | -12.7% |
| All | +0.1% | +14.7% | -14.5% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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