-4.2%
ROL vs BTDR
+24.7%
-28.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | -1.1% |
| 7D | -3.3% | +14.8% | -18.1% | -3.4% |
| 30D | -7.2% | +41.8% | -49.0% | -7.6% |
| 3M | -27.0% | -29.2% | +2.2% | -26.8% |
| 6M | -39.5% | +66.2% | -105.7% | -40.2% |
| YTD | -41.8% | +10.0% | -51.8% | -42.2% |
| 1Y | -38.9% | -11.0% | -27.9% | -39.4% |
| 3Y | -0.4% | +6.9% | -7.3% | -5.3% |
| 5Y | -4.2% | +24.7% | -28.9% | -8.4% |
| All | -4.2% | +24.7% | -28.9% | -8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling