+3.6%
ROL vs BTDR
+77.1%
-73.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +9.7% | -9.5% | 0.0% |
| 7D | +0.8% | +7.7% | -6.9% | +0.7% |
| 30D | +20.6% | -24.1% | +44.7% | +20.8% |
| 3M | +4.5% | -19.1% | +23.6% | +4.5% |
| 6M | -26.5% | -46.6% | +20.1% | -26.3% |
| YTD | -34.8% | -37.3% | +2.4% | -35.0% |
| 1Y | -33.2% | -53.2% | +20.0% | -33.1% |
| All | +3.6% | +77.1% | -73.5% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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