+13.7%
ROL vs BTDR
-44.0%
+57.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -8.6% | +11.2% | +2.6% |
| 7D | +3.0% | -6.9% | +9.9% | +3.0% |
| 30D | +19.8% | -31.5% | +51.3% | +20.1% |
| 3M | +7.9% | -36.1% | +44.0% | +8.1% |
| 6M | -25.6% | -57.6% | +32.0% | -25.3% |
| YTD | -34.1% | -50.0% | +15.9% | -34.2% |
| 1Y | -31.4% | -49.6% | +18.2% | -31.4% |
| 3Y | +4.7% | +48.5% | -43.9% | +0.2% |
| 5Y | +15.6% | -43.8% | +59.4% | +13.4% |
| All | +13.7% | -44.0% | +57.7% | +11.1% |
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