+2.1%
ROL vs BR
+14.4%
-12.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.7% | -1.2% |
| 7D | -1.7% | -1.3% | -0.4% | -1.3% |
| 30D | +18.5% | +13.7% | +4.9% | +13.9% |
| 3M | +4.3% | +13.8% | -9.5% | +0.2% |
| 6M | -27.7% | +29.7% | -57.4% | -33.6% |
| YTD | -35.8% | -12.6% | -23.2% | -31.9% |
| 1Y | -34.1% | -12.4% | -21.7% | -30.2% |
| All | +2.1% | +14.4% | -12.3% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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