+4.4%
ROL vs BTDR
+23.8%
-19.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.9% | -3.5% | +0.4% |
| 7D | -1.4% | +20.0% | -21.4% | -1.6% |
| 30D | -4.1% | +11.9% | -16.0% | -4.3% |
| 3M | -22.5% | -36.9% | +14.4% | -22.2% |
| 6M | -37.7% | +56.5% | -94.2% | -38.3% |
| YTD | -39.6% | +10.4% | -50.0% | -40.0% |
| 1Y | -36.0% | +3.1% | -39.1% | -36.7% |
| 3Y | -5.1% | -2.6% | -2.5% | -9.8% |
| 5Y | -3.4% | +25.2% | -28.6% | -5.6% |
| All | +4.4% | +23.8% | -19.4% | +1.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling